+961.2%
ARES vs MTCH
+208.0%
+753.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -6.1% | +1.3% | -7.3% | -6.4% |
| 30D | -7.5% | +15.9% | -23.4% | -11.6% |
| 3M | +0.1% | +23.3% | -23.2% | -6.3% |
| 6M | +30.3% | +40.1% | -9.9% | +17.5% |
| YTD | -16.6% | +33.6% | -50.2% | -23.7% |
| 1Y | -26.1% | +14.1% | -40.2% | -29.3% |
| 3Y | +36.4% | +1.4% | +35.0% | +30.4% |
| 5Y | +95.0% | -73.1% | +168.1% | +153.1% |
| All | +961.2% | +208.0% | +753.1% | +814.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling