+554.5%
MSTR vs ARES
+1,313.3%
-758.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -5.4% |
| 7D | -4.0% | +5.0% | -8.9% | -7.2% |
| 30D | -18.6% | +19.1% | -37.7% | -28.1% |
| 3M | +25.6% | +3.1% | +22.5% | +22.7% |
| 6M | -33.1% | +12.9% | -45.9% | -38.9% |
| YTD | -17.3% | -10.7% | -6.7% | -12.4% |
| 1Y | -48.1% | -5.5% | -42.5% | -47.2% |
| 3Y | +154.2% | +45.0% | +109.2% | +101.2% |
| 5Y | +46.2% | +87.4% | -41.2% | +0.1% |
| 10Y | +554.5% | +1,267.4% | -712.9% | +203.8% |
| All | +554.5% | +1,313.3% | -758.8% | +203.8% |
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