+219.0%
MTSI vs ARES
+40.9%
+178.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.4% | +10.7% |
| 7D | +7.2% | +0.8% | +6.4% | +7.1% |
| 30D | -18.4% | +16.7% | -35.1% | -23.4% |
| 3M | -16.7% | -2.6% | -14.1% | -16.3% |
| 6M | -31.7% | +13.0% | -44.7% | -36.1% |
| YTD | +45.9% | -11.7% | +57.6% | +51.5% |
| 1Y | +47.0% | -6.7% | +53.7% | +47.0% |
| All | +219.0% | +40.9% | +178.1% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling