+1,164.6%
ARES vs MOS
-33.2%
+1,197.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -1.7% | +9.5% | -11.2% | -3.7% |
| 30D | +0.3% | +10.4% | -10.2% | -2.1% |
| 3M | +8.5% | +12.9% | -4.4% | +4.9% |
| 6M | +23.5% | +1.2% | +22.2% | +20.8% |
| YTD | -11.2% | +9.3% | -20.5% | -14.9% |
| 1Y | -19.3% | -18.0% | -1.3% | -17.7% |
| 3Y | +48.7% | -29.0% | +77.7% | +52.6% |
| 5Y | +106.5% | -9.6% | +116.1% | +94.6% |
| 10Y | +1,055.3% | +6.1% | +1,049.3% | +823.3% |
| All | +1,164.6% | -33.2% | +1,197.8% | +962.3% |
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