+1,415.7%
MSFT vs ARES
+1,196.0%
+219.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.7% |
| 7D | -2.7% | -1.7% | -1.0% | -2.1% |
| 30D | +2.7% | +0.3% | +2.4% | +2.5% |
| 3M | +17.0% | +8.5% | +8.5% | +13.3% |
| 6M | +23.8% | +23.5% | +0.3% | +13.9% |
| YTD | +4.0% | -11.2% | +15.2% | +6.0% |
| 1Y | -0.8% | -19.3% | +18.5% | +3.6% |
| 3Y | +55.6% | +48.7% | +6.9% | +26.8% |
| 5Y | +72.9% | +106.5% | -33.6% | +22.5% |
| 10Y | +875.8% | +1,055.3% | -179.5% | +343.8% |
| All | +1,415.7% | +1,196.0% | +219.7% | +558.1% |
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