-27.7%
MTSI vs ARES
-6.3%
-21.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.3% | -16.1% | -19.3% |
| 7D | -24.6% | +4.9% | -29.5% | -22.2% |
| 30D | -45.7% | +13.6% | -59.3% | -41.0% |
| 3M | -27.7% | -3.3% | -24.4% | -26.2% |
| All | -27.7% | -6.3% | -21.4% | -26.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling