+505.6%
MA vs ARES
+1,045.9%
-540.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | +1.4% | +1.3% | +0.1% | +0.8% |
| 3M | +17.7% | +10.4% | +7.4% | +12.9% |
| 6M | +9.7% | +29.0% | -19.3% | -1.6% |
| YTD | +0.5% | -12.2% | +12.7% | +2.5% |
| 1Y | -2.1% | -18.4% | +16.4% | +1.8% |
| 3Y | +40.1% | +43.2% | -3.1% | +11.8% |
| 5Y | +67.5% | +102.6% | -35.1% | +11.5% |
| 10Y | +505.6% | +1,029.6% | -524.0% | +140.6% |
| All | +505.6% | +1,045.9% | -540.3% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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