+1,431.6%
MTSI vs ARES
+1,196.0%
+235.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.9% |
| 7D | +1.4% | -1.7% | +3.1% | +2.2% |
| 30D | +2.1% | +0.3% | +1.8% | +1.4% |
| 3M | -29.7% | +8.5% | -38.2% | -33.2% |
| 6M | +12.5% | +23.5% | -10.9% | -1.1% |
| YTD | +57.0% | -11.2% | +68.2% | +58.9% |
| 1Y | +103.9% | -19.3% | +123.2% | +115.2% |
| 3Y | +223.6% | +48.7% | +174.9% | +147.4% |
| 5Y | +321.6% | +106.5% | +215.0% | +167.9% |
| 10Y | +517.7% | +1,055.3% | -537.6% | +110.0% |
| All | +1,431.6% | +1,196.0% | +235.6% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling