+1,164.6%
ARES vs MSI
+813.2%
+351.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -1.7% | -3.7% | +2.0% | +0.1% |
| 30D | +0.3% | +6.8% | -6.6% | -3.4% |
| 3M | +8.5% | +14.3% | -5.8% | +0.9% |
| 6M | +23.5% | -1.6% | +25.0% | +23.1% |
| YTD | -11.2% | +22.8% | -34.0% | -21.7% |
| 1Y | -19.3% | -1.1% | -18.2% | -20.4% |
| 3Y | +48.7% | +70.5% | -21.8% | +8.1% |
| 5Y | +106.5% | +102.8% | +3.7% | +36.2% |
| 10Y | +1,055.3% | +597.4% | +457.9% | +402.3% |
| All | +1,164.6% | +813.2% | +351.4% | +415.4% |
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 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