+1,119.4%
ARES vs MOD
+449.5%
+669.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -0.9% |
| 7D | +4.9% | -34.2% | +39.1% | +12.8% |
| 30D | +13.6% | -51.9% | +65.4% | +29.6% |
| 3M | -3.3% | -53.0% | +49.7% | +10.3% |
| 6M | +11.0% | -66.4% | +77.4% | +33.7% |
| YTD | -14.4% | -31.5% | +17.1% | -12.8% |
| 1Y | -9.1% | -39.6% | +30.4% | -5.7% |
| 3Y | +37.1% | +116.8% | -79.7% | +4.9% |
| 5Y | +83.3% | +713.8% | -630.5% | +6.1% |
| 10Y | +1,201.6% | +882.7% | +318.9% | +528.9% |
| All | +1,119.4% | +449.5% | +669.8% | +476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling