+28.9%
MTSI vs ARES
-6.7%
+35.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.2% | +4.8% | +8.9% |
| 7D | +3.5% | +5.0% | -1.5% | +3.5% |
| 30D | -30.3% | +19.1% | -49.4% | -30.5% |
| 3M | -26.0% | +3.1% | -29.1% | -25.7% |
| 6M | -36.1% | +12.9% | -48.9% | -36.0% |
| YTD | +34.3% | -10.7% | +44.9% | +32.7% |
| All | +28.9% | -6.7% | +35.6% | +23.3% |
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 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