+854.9%
MA vs ARES
+1,145.6%
-290.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +7.9% | +15.3% | -7.4% | +3.2% |
| 3M | +16.8% | -5.4% | +22.1% | +18.4% |
| 6M | +31.0% | +10.0% | +21.0% | +25.6% |
| YTD | +15.0% | -14.7% | +29.7% | +17.9% |
| 1Y | +17.0% | -9.7% | +26.7% | +17.3% |
| 3Y | +68.5% | +35.8% | +32.7% | +40.8% |
| 5Y | +85.0% | +80.9% | +4.1% | +35.0% |
| 10Y | +561.3% | +1,089.9% | -528.6% | +194.7% |
| All | +854.9% | +1,145.6% | -290.6% | +310.3% |
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