+542.0%
MS vs ARES
+1,112.4%
-570.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +5.1% | +0.5% | +4.6% | +4.8% |
| 30D | +5.7% | +19.7% | -14.0% | -3.4% |
| 3M | -12.2% | -9.0% | -3.2% | -8.4% |
| 6M | -0.5% | +11.5% | -12.0% | -7.0% |
| YTD | +9.8% | -13.8% | +23.7% | +14.4% |
| 1Y | +17.7% | -5.6% | +23.3% | +16.7% |
| 3Y | +176.8% | +36.1% | +140.7% | +123.1% |
| 5Y | +123.7% | +82.7% | +41.0% | +49.3% |
| All | +542.0% | +1,112.4% | -570.5% | +106.2% |
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 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