+95.0%
MSFU vs ARES
+117.7%
-22.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +4.0% | +8.1% | -4.1% | +0.2% |
| 30D | -2.3% | +18.9% | -21.3% | -11.1% |
| 3M | +7.1% | +2.3% | +4.8% | +5.5% |
| 6M | +48.9% | +12.7% | +36.2% | +38.6% |
| YTD | +2.4% | -10.8% | +13.2% | +6.5% |
| 1Y | -8.1% | -5.3% | -2.8% | -8.3% |
| 3Y | +25.2% | +42.0% | -16.9% | -8.1% |
| All | +95.0% | +117.7% | -22.7% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling