+61.7%
MTSI vs ARES
-9.0%
+70.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -0.9% |
| 7D | -10.7% | +10.5% | -21.2% | -10.6% |
| 30D | -29.0% | +16.8% | -45.8% | -29.1% |
| 3M | -14.7% | -3.2% | -11.5% | -13.9% |
| 6M | -20.1% | +16.4% | -36.5% | -20.1% |
| YTD | +36.1% | -12.4% | +48.5% | +34.7% |
| 1Y | +61.7% | -6.9% | +68.6% | +55.9% |
| All | +61.7% | -9.0% | +70.7% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling