+92.3%
MA vs ARES
+83.4%
+9.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.3% | +4.5% | -2.2% | +1.0% |
| 30D | +14.7% | +15.7% | -1.1% | +10.0% |
| 3M | +13.5% | -2.0% | +15.5% | +13.8% |
| 6M | +33.1% | +10.4% | +22.7% | +28.0% |
| YTD | +15.1% | -14.2% | +29.3% | +18.4% |
| 1Y | +18.7% | -7.8% | +26.5% | +18.8% |
| 3Y | +72.1% | +41.4% | +30.7% | +38.4% |
| All | +92.3% | +83.4% | +9.0% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling