+1,119.4%
ARES vs MOS
-41.8%
+1,161.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -3.0% |
| 7D | +4.9% | +22.5% | -17.6% | +0.2% |
| 30D | +13.6% | +6.6% | +6.9% | +11.6% |
| 3M | -3.3% | -3.8% | +0.5% | -3.2% |
| 6M | +11.0% | -2.2% | +13.2% | +10.1% |
| YTD | -14.4% | -4.8% | -9.6% | -15.8% |
| 1Y | -9.1% | -11.7% | +2.6% | -9.3% |
| 3Y | +37.1% | -26.5% | +63.6% | +38.8% |
| 5Y | +83.3% | -32.2% | +115.5% | +84.1% |
| 10Y | +1,201.6% | +10.2% | +1,191.4% | +945.9% |
| All | +1,119.4% | -41.8% | +1,161.1% | +950.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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