+41.1%
ARES vs MOD
+116.8%
-75.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -0.8% |
| 7D | +4.9% | -34.2% | +39.1% | +13.5% |
| 30D | +13.6% | -51.9% | +65.4% | +31.6% |
| 3M | -3.3% | -53.0% | +49.7% | +12.0% |
| 6M | +11.0% | -66.4% | +77.4% | +37.1% |
| YTD | -14.4% | -31.5% | +17.1% | -14.8% |
| 1Y | -9.1% | -39.6% | +30.4% | -7.4% |
| All | +41.1% | +116.8% | -75.7% | -6.1% |
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