+859.6%
MA vs ARES
+1,204.3%
-344.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.8% |
| 7D | -0.3% | +5.0% | -5.3% | -1.9% |
| 30D | +11.3% | +19.1% | -7.8% | +5.4% |
| 3M | +16.7% | +3.1% | +13.6% | +15.2% |
| 6M | +32.8% | +12.9% | +19.9% | +26.4% |
| YTD | +15.6% | -10.7% | +26.3% | +16.8% |
| 1Y | +19.6% | -5.5% | +25.1% | +18.3% |
| 3Y | +72.1% | +45.0% | +27.1% | +40.9% |
| 5Y | +96.0% | +87.4% | +8.7% | +41.6% |
| 10Y | +554.8% | +1,267.4% | -712.6% | +184.7% |
| All | +859.6% | +1,204.3% | -344.7% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling