+1,099.8%
MSTR vs ARES
+1,196.0%
-96.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +12.2% | -1.7% | +13.8% | +13.6% |
| 30D | +45.2% | +0.3% | +44.9% | +45.1% |
| 3M | +10.4% | +8.5% | +1.9% | +4.6% |
| 6M | -2.5% | +23.5% | -26.0% | -14.9% |
| YTD | -6.0% | -11.2% | +5.2% | -0.1% |
| 1Y | -56.4% | -19.3% | -37.1% | -51.4% |
| 3Y | +306.3% | +48.7% | +257.6% | +233.1% |
| 5Y | +100.5% | +106.5% | -6.0% | +45.2% |
| 10Y | +741.1% | +1,055.3% | -314.2% | +327.8% |
| All | +1,099.8% | +1,196.0% | -96.2% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling