+685.8%
MNST vs ARES
+1,196.0%
-510.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -6.5% | -1.7% | -4.8% | -6.2% |
| 30D | -7.2% | +0.3% | -7.5% | -7.3% |
| 3M | -1.0% | +8.5% | -9.5% | -2.9% |
| 6M | +11.5% | +23.5% | -12.0% | +6.2% |
| YTD | +14.3% | -11.2% | +25.5% | +15.2% |
| 1Y | +38.1% | -19.3% | +57.4% | +41.3% |
| 3Y | +55.0% | +48.7% | +6.3% | +34.4% |
| 5Y | +79.6% | +106.5% | -26.9% | +41.0% |
| 10Y | +241.8% | +1,055.3% | -813.5% | +107.8% |
| All | +685.8% | +1,196.0% | -510.2% | +368.2% |
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 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