-18.4%
MSFU vs ARES
-18.8%
+0.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -3.2% | -0.3% | -2.8% | -3.0% |
| 30D | -3.1% | +1.3% | -4.4% | -3.6% |
| 3M | +35.3% | +10.4% | +24.9% | +30.6% |
| 6M | +31.6% | +29.0% | +2.6% | +20.8% |
| YTD | -9.5% | -12.2% | +2.7% | -11.7% |
| 1Y | -18.4% | -18.4% | 0.0% | -21.6% |
| All | -18.4% | -18.8% | +0.4% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling