-6.7%
ARES vs MSTZ
-99.2%
+92.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.5% | -2.5% |
| 7D | -2.7% | -23.6% | +20.9% | -4.3% |
| 30D | -2.4% | -60.7% | +58.3% | -8.9% |
| 3M | +3.9% | -58.3% | +62.2% | -0.2% |
| 6M | +26.4% | -60.0% | +86.4% | +24.4% |
| YTD | -14.9% | -75.2% | +60.3% | -16.0% |
| 1Y | -20.4% | -19.9% | -0.5% | -11.1% |
| All | -6.7% | -99.2% | +92.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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