+41.4%
ARES vs MOD
+129.2%
-87.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -1.0% |
| 7D | +4.5% | -25.5% | +30.1% | +10.1% |
| 30D | +15.7% | -49.0% | +64.8% | +32.4% |
| 3M | -2.0% | -49.8% | +47.8% | +11.9% |
| 6M | +10.4% | -64.8% | +75.2% | +35.1% |
| YTD | -14.2% | -27.6% | +13.4% | -15.7% |
| 1Y | -7.8% | -35.2% | +27.4% | -7.5% |
| 3Y | +41.4% | +137.1% | -95.8% | -7.1% |
| All | +41.4% | +129.2% | -87.8% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling