+719.9%
MS vs ARES
+1,152.0%
-432.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.6% | +4.5% | -6.1% | -3.5% |
| 30D | -3.8% | +15.7% | -19.5% | -10.0% |
| 3M | -14.6% | -2.0% | -12.6% | -14.2% |
| 6M | -5.1% | +10.4% | -15.5% | -10.3% |
| YTD | +4.5% | -14.2% | +18.8% | +8.8% |
| 1Y | +13.5% | -7.8% | +21.3% | +14.0% |
| 3Y | +160.4% | +41.4% | +119.0% | +112.3% |
| 5Y | +112.9% | +83.7% | +29.2% | +49.3% |
| 10Y | +633.4% | +1,204.1% | -570.7% | +158.4% |
| All | +719.9% | +1,152.0% | -432.1% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling