-6.9%
ARES vs MSTU
-88.0%
+81.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.3% | -4.2% | +5.1% |
| 7D | +10.5% | -4.8% | +15.4% | +10.8% |
| 30D | +16.8% | -29.6% | +46.4% | +20.0% |
| 3M | -3.2% | +69.4% | -72.6% | -12.2% |
| 6M | +16.4% | -62.2% | +78.7% | +24.3% |
| YTD | -12.4% | -61.1% | +48.7% | -13.8% |
| 1Y | -6.9% | -87.2% | +80.3% | -2.1% |
| All | -6.9% | -88.0% | +81.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling