+468.8%
MTSI vs ARES
+1,112.4%
-643.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -6.1% |
| 7D | +10.0% | +0.5% | +9.5% | +9.7% |
| 30D | -20.3% | +19.7% | -40.0% | -28.1% |
| 3M | -24.4% | -9.0% | -15.4% | -21.7% |
| 6M | -39.2% | +11.5% | -50.7% | -44.3% |
| YTD | +35.5% | -13.8% | +49.3% | +37.8% |
| 1Y | +43.0% | -5.6% | +48.6% | +37.6% |
| 3Y | +196.3% | +36.1% | +160.1% | +125.7% |
| 5Y | +210.0% | +82.7% | +127.4% | +92.8% |
| All | +468.8% | +1,112.4% | -643.7% | +76.8% |
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