+1,046.5%
ARES vs MOD
+1,642.7%
-596.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.9% |
| 7D | -1.7% | +9.6% | -11.3% | -3.6% |
| 30D | +0.3% | 0.0% | +0.2% | 0.0% |
| 3M | +8.5% | -35.4% | +43.9% | +17.5% |
| 6M | +23.5% | -7.3% | +30.7% | +22.3% |
| YTD | -11.2% | +45.8% | -57.0% | -21.3% |
| 1Y | -19.3% | +43.1% | -62.4% | -29.0% |
| 3Y | +48.7% | +297.7% | -249.0% | +0.7% |
| 5Y | +106.5% | +1,478.8% | -1,372.2% | +3.3% |
| All | +1,046.5% | +1,642.7% | -596.2% | +373.6% |
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