-21.6%
MARA vs ARES
+36.2%
-57.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -3.2% |
| 7D | +22.4% | -0.3% | +22.8% | +22.9% |
| 30D | -21.0% | +15.3% | -36.2% | -31.0% |
| 3M | -25.3% | -5.4% | -19.9% | -23.0% |
| 6M | -43.4% | +10.0% | -53.4% | -50.0% |
| YTD | -19.8% | -14.7% | -5.1% | -10.0% |
| 1Y | -50.0% | -9.7% | -40.3% | -47.4% |
| All | -21.6% | +36.2% | -57.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling