+1,172.8%
ARES vs MSI
+932.8%
+240.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.9% |
| 7D | +5.0% | +8.3% | -3.4% | +0.8% |
| 30D | +19.1% | +18.9% | +0.2% | +9.2% |
| 3M | +3.1% | +13.2% | -10.1% | -3.3% |
| 6M | +12.9% | +38.3% | -25.4% | -4.8% |
| YTD | -10.7% | +38.9% | -49.5% | -26.0% |
| 1Y | -5.5% | +36.7% | -42.2% | -21.2% |
| 3Y | +45.0% | +76.6% | -31.6% | +4.1% |
| 5Y | +87.4% | +124.5% | -37.1% | +17.4% |
| 10Y | +1,267.4% | +674.5% | +592.9% | +460.8% |
| All | +1,172.8% | +932.8% | +240.0% | +387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling