+84.3%
MKSI vs ARES
+94.4%
-10.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | +2.7% | -6.1% | +8.8% | +6.9% |
| 30D | -12.8% | -7.5% | -5.3% | -8.7% |
| 3M | -22.5% | +0.1% | -22.6% | -23.9% |
| 6M | +19.4% | +30.3% | -10.9% | -4.2% |
| YTD | +67.7% | -16.6% | +84.3% | +80.9% |
| 1Y | +131.4% | -26.1% | +157.5% | +171.7% |
| 3Y | +197.3% | +36.4% | +160.9% | +123.3% |
| All | +84.3% | +94.4% | -10.1% | +3.1% |
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