+877.9%
MS vs ARES
+1,196.0%
-318.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.7% |
| 7D | +1.4% | -1.7% | +3.0% | +2.1% |
| 30D | -0.3% | +0.3% | -0.5% | -0.6% |
| 3M | +0.3% | +8.5% | -8.2% | -4.1% |
| 6M | +31.3% | +23.5% | +7.9% | +17.4% |
| YTD | +24.7% | -11.2% | +35.9% | +28.1% |
| 1Y | +47.9% | -19.3% | +67.2% | +57.6% |
| 3Y | +178.3% | +48.7% | +129.7% | +122.1% |
| 5Y | +144.9% | +106.5% | +38.4% | +63.4% |
| 10Y | +804.5% | +1,055.3% | -250.8% | +224.1% |
| All | +877.9% | +1,196.0% | -318.1% | +221.5% |
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 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