+2,589.9%
MU vs ARES
+1,152.0%
+1,437.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | -22.0% | +4.5% | -26.6% | -24.0% |
| 30D | -36.6% | +15.7% | -52.3% | -41.6% |
| 3M | -21.7% | -2.0% | -19.7% | -21.8% |
| 6M | +3.5% | +10.4% | -6.9% | -3.9% |
| YTD | +141.9% | -14.2% | +156.2% | +149.9% |
| 1Y | +189.8% | -7.8% | +197.6% | +187.4% |
| 3Y | +855.4% | +41.4% | +814.0% | +663.1% |
| 5Y | +869.2% | +83.7% | +785.5% | +559.0% |
| 10Y | +4,142.8% | +1,204.1% | +2,938.7% | +1,209.4% |
| All | +2,589.9% | +1,152.0% | +1,437.9% | +683.1% |
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