+41.4%
ARES vs MSI
+77.7%
-36.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.5% | +4.7% | -0.1% | +3.0% |
| 30D | +15.7% | +14.8% | +1.0% | +10.7% |
| 3M | -2.0% | +8.8% | -10.8% | -4.7% |
| 6M | +10.4% | +19.3% | -8.9% | +3.7% |
| YTD | -14.2% | +35.3% | -49.6% | -24.4% |
| 1Y | -7.8% | +33.8% | -41.5% | -18.2% |
| 3Y | +41.4% | +74.4% | -33.0% | +20.6% |
| All | +41.4% | +77.7% | -36.3% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling