+121.1%
MSTR vs ARES
+37.5%
+83.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -3.3% |
| 7D | -13.4% | +0.5% | -13.9% | -13.9% |
| 30D | -22.1% | +19.7% | -41.7% | -33.5% |
| 3M | +15.0% | -9.0% | +23.9% | +24.2% |
| 6M | -37.3% | +11.5% | -48.8% | -43.7% |
| YTD | -26.5% | -13.8% | -12.7% | -18.2% |
| 1Y | -46.5% | -5.6% | -40.9% | -45.7% |
| 3Y | +121.1% | +36.1% | +85.0% | +93.8% |
| All | +121.1% | +37.5% | +83.6% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling