+512.7%
MTSI vs ARES
+1,145.7%
-633.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.4% | +10.9% |
| 7D | +7.2% | +0.8% | +6.4% | +7.1% |
| 30D | -18.4% | +16.7% | -35.1% | -25.3% |
| 3M | -16.7% | -2.6% | -14.1% | -16.7% |
| 6M | -31.7% | +13.0% | -44.7% | -37.8% |
| YTD | +45.9% | -11.7% | +57.6% | +46.7% |
| 1Y | +47.0% | -6.7% | +53.7% | +42.8% |
| 3Y | +224.1% | +40.5% | +183.6% | +142.9% |
| 5Y | +238.5% | +88.2% | +150.3% | +107.5% |
| 10Y | +512.7% | +1,131.0% | -618.3% | +88.5% |
| All | +512.7% | +1,145.7% | -633.0% | +88.5% |
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