+1,101.5%
MTSI vs ARES
+1,152.0%
-50.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.7% |
| 7D | -10.0% | +4.5% | -14.5% | -12.0% |
| 30D | -37.2% | +15.7% | -52.9% | -41.9% |
| 3M | -30.1% | -2.0% | -28.0% | -30.4% |
| 6M | -31.9% | +10.4% | -42.3% | -36.8% |
| YTD | +23.2% | -14.2% | +37.4% | +25.4% |
| 1Y | +26.4% | -7.8% | +34.2% | +23.7% |
| 3Y | +186.2% | +41.4% | +144.8% | +122.3% |
| 5Y | +187.0% | +83.7% | +103.4% | +90.7% |
| 10Y | +460.4% | +1,204.1% | -743.7% | +85.2% |
| All | +1,101.5% | +1,152.0% | -50.5% | +275.6% |
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