+106.6%
ARES vs MSI
+103.4%
+3.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -1.7% | -3.7% | +2.0% | +0.4% |
| 30D | +0.3% | +6.8% | -6.6% | -3.9% |
| 3M | +8.5% | +14.3% | -5.8% | -0.2% |
| 6M | +23.5% | -1.6% | +25.0% | +23.5% |
| YTD | -11.2% | +22.8% | -34.0% | -24.0% |
| 1Y | -19.3% | -1.1% | -18.2% | -19.9% |
| 3Y | +48.7% | +70.5% | -21.8% | -5.5% |
| All | +106.6% | +103.4% | +3.2% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling