+76.3%
MSFU vs ARES
+116.6%
-40.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.7% |
| 7D | -5.7% | -1.7% | -4.0% | -4.8% |
| 30D | +4.2% | +0.3% | +3.9% | +3.9% |
| 3M | +27.9% | +8.5% | +19.4% | +22.0% |
| 6M | +37.1% | +23.5% | +13.6% | +20.8% |
| YTD | -7.4% | -11.2% | +3.8% | -3.3% |
| 1Y | -19.6% | -19.3% | -0.3% | -12.4% |
| 3Y | +33.2% | +48.7% | -15.5% | -5.5% |
| All | +76.3% | +116.6% | -40.2% | -7.3% |
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