+1,089.9%
ARES vs MOD
+822.6%
+267.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -0.3% | +16.1% | -16.4% | -3.4% |
| 30D | +15.3% | -38.5% | +53.8% | +25.5% |
| 3M | -5.4% | -46.8% | +41.4% | +5.6% |
| 6M | +10.0% | -61.6% | +71.6% | +29.7% |
| YTD | -14.7% | -20.5% | +5.9% | -15.8% |
| 1Y | -9.7% | -28.0% | +18.3% | -9.6% |
| 3Y | +35.8% | +134.9% | -99.1% | +0.9% |
| 5Y | +80.9% | +833.2% | -752.3% | -0.6% |
| All | +1,089.9% | +822.6% | +267.3% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling