-7.8%
ARES vs MOD
-37.3%
+29.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.3% |
| 7D | +4.5% | -25.5% | +30.1% | +6.8% |
| 30D | +15.7% | -49.0% | +64.8% | +23.8% |
| 3M | -2.0% | -49.8% | +47.8% | +4.7% |
| 6M | +10.4% | -64.8% | +75.2% | +23.1% |
| YTD | -14.2% | -27.6% | +13.4% | -13.7% |
| 1Y | -7.8% | -35.2% | +27.4% | -6.2% |
| All | -7.8% | -37.3% | +29.6% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling