+124.8%
MS vs ARES
+88.1%
+36.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | +8.1% | -7.3% | -2.7% |
| 30D | -0.7% | +18.9% | -19.6% | -8.5% |
| 3M | -12.4% | +2.3% | -14.7% | -13.7% |
| 6M | -1.7% | +12.7% | -14.4% | -8.3% |
| YTD | +8.0% | -10.8% | +18.8% | +11.0% |
| 1Y | +16.2% | -5.3% | +21.5% | +15.6% |
| 3Y | +171.3% | +42.0% | +129.2% | +118.1% |
| 5Y | +124.8% | +88.3% | +36.5% | +49.7% |
| All | +124.8% | +88.1% | +36.7% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling