+93.3%
MSFU vs ARES
+109.2%
-15.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -2.0% |
| 7D | +2.5% | +4.5% | -2.1% | +0.1% |
| 30D | -1.3% | +15.7% | -17.0% | -8.9% |
| 3M | +8.6% | -2.0% | +10.7% | +9.4% |
| 6M | +48.4% | +10.4% | +38.0% | +39.5% |
| YTD | +1.6% | -14.2% | +15.8% | +7.7% |
| 1Y | -5.8% | -7.8% | +2.0% | -4.8% |
| 3Y | +30.9% | +41.4% | -10.4% | -4.1% |
| All | +93.3% | +109.2% | -15.9% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling