+16.2%
MS vs ARES
-6.8%
+23.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | +8.1% | -7.3% | -1.7% |
| 30D | -0.7% | +18.9% | -19.6% | -6.3% |
| 3M | -12.4% | +2.3% | -14.7% | -13.3% |
| 6M | -1.7% | +12.7% | -14.4% | -6.4% |
| YTD | +8.0% | -10.8% | +18.8% | +11.0% |
| 1Y | +16.2% | -5.3% | +21.5% | +16.0% |
| All | +16.2% | -6.8% | +23.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling