+161.8%
MS vs ARES
+37.2%
+124.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.7% | -4.9% |
| 7D | -3.4% | +4.9% | -8.3% | -5.5% |
| 30D | -3.9% | +13.6% | -17.5% | -9.4% |
| 3M | -15.9% | -3.3% | -12.6% | -15.0% |
| 6M | -2.5% | +11.0% | -13.5% | -8.3% |
| YTD | +5.1% | -14.4% | +19.5% | +10.9% |
| 1Y | +13.0% | -9.1% | +22.1% | +15.0% |
| All | +161.8% | +37.2% | +124.7% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling