+1,267.4%
ARES vs MOD
+1,005.7%
+261.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.9% | -5.7% | +2.2% |
| 7D | +5.0% | -13.9% | +18.9% | +7.1% |
| 30D | +19.1% | -41.5% | +60.6% | +31.1% |
| 3M | +3.1% | -45.7% | +48.8% | +14.6% |
| 6M | +12.9% | -61.1% | +74.0% | +32.7% |
| YTD | -10.7% | -20.5% | +9.8% | -11.9% |
| 1Y | -5.5% | -32.1% | +26.6% | -4.2% |
| 3Y | +45.0% | +146.5% | -101.5% | +6.6% |
| 5Y | +87.4% | +812.7% | -725.3% | +2.9% |
| 10Y | +1,267.4% | +966.8% | +300.6% | +555.7% |
| All | +1,267.4% | +1,005.7% | +261.7% | +555.7% |
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