+6,002.1%
MU vs ARES
+1,041.5%
+4,960.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +7.2% | -0.3% | +7.5% | +7.3% |
| 30D | +14.0% | +1.3% | +12.7% | +12.9% |
| 3M | +5.4% | +10.4% | -5.0% | -1.5% |
| 6M | +170.3% | +29.0% | +141.3% | +129.3% |
| YTD | +250.7% | -12.2% | +262.9% | +261.8% |
| 1Y | +662.1% | -18.4% | +680.6% | +713.9% |
| 3Y | +1,341.2% | +43.2% | +1,298.0% | +1,034.8% |
| 5Y | +1,319.3% | +102.6% | +1,216.8% | +802.8% |
| All | +6,002.1% | +1,041.5% | +4,960.6% | +1,923.3% |
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