+332.6%
MNST vs ARES
+1,159.4%
-826.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -3.9% | +8.1% | -12.0% | -5.5% |
| 30D | +3.9% | +18.9% | -15.0% | +0.2% |
| 3M | -0.8% | +2.3% | -3.2% | -1.5% |
| 6M | +5.1% | +12.7% | -7.6% | +1.7% |
| YTD | +18.3% | -10.8% | +29.0% | +19.1% |
| 1Y | +29.5% | -5.3% | +34.8% | +28.3% |
| 3Y | +64.0% | +42.0% | +22.0% | +40.0% |
| 5Y | +97.2% | +88.3% | +8.9% | +50.4% |
| All | +332.6% | +1,159.4% | -826.8% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling