+122.9%
MS vs ARES
+82.0%
+40.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -12.2% | -9.0% | -3.2% | -8.6% |
| 6M | -0.5% | +11.5% | -12.0% | -6.7% |
| YTD | +9.8% | -13.8% | +23.7% | +14.6% |
| 1Y | +17.7% | -5.6% | +23.3% | +17.1% |
| 3Y | +176.8% | +36.1% | +140.7% | +126.9% |
| All | +122.9% | +82.0% | +40.9% | +50.5% |
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