-5.3%
ARES vs MSI
+36.5%
-41.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.1% | +7.4% | +0.7% | +7.4% |
| 30D | +18.9% | +18.7% | +0.2% | +17.2% |
| 3M | +2.3% | +14.5% | -12.1% | +1.1% |
| 6M | +12.7% | +38.1% | -25.4% | +11.3% |
| YTD | -10.8% | +38.7% | -49.5% | -12.5% |
| 1Y | -5.3% | +35.4% | -40.7% | +1.0% |
| All | -5.3% | +36.5% | -41.9% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling