+1,101.7%
ARES vs MSI
+664.3%
+437.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.5% | +3.2% | -2.8% | -1.2% |
| 30D | +19.7% | +17.6% | +2.1% | +9.5% |
| 3M | -9.0% | +14.5% | -23.5% | -15.6% |
| 6M | +11.5% | +34.3% | -22.7% | -5.8% |
| YTD | -13.8% | +39.7% | -53.6% | -30.2% |
| 1Y | -5.6% | +40.2% | -45.7% | -23.7% |
| 3Y | +36.1% | +77.1% | -41.0% | -6.1% |
| 5Y | +82.7% | +124.0% | -41.4% | +8.0% |
| All | +1,101.7% | +664.3% | +437.3% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling