+4,407.5%
MU vs ARES
+1,112.4%
+3,295.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.1% |
| 7D | +12.8% | +0.5% | +12.3% | +12.5% |
| 30D | -14.9% | +19.7% | -34.5% | -23.4% |
| 3M | -18.0% | -9.0% | -9.1% | -14.8% |
| 6M | -3.1% | +11.5% | -14.7% | -11.3% |
| YTD | +172.9% | -13.8% | +186.7% | +181.7% |
| 1Y | +228.8% | -5.6% | +234.4% | +221.1% |
| 3Y | +950.8% | +36.1% | +914.7% | +733.9% |
| 5Y | +931.3% | +82.7% | +848.6% | +570.2% |
| All | +4,407.5% | +1,112.4% | +3,295.1% | +1,212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling