-6.5%
ARES vs MSTU
-91.8%
+85.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -12.9% | +9.6% | -2.1% |
| 7D | -0.3% | -23.0% | +22.7% | +2.1% |
| 30D | +15.3% | -47.7% | +63.0% | +21.3% |
| 3M | -5.4% | +12.5% | -17.9% | -9.9% |
| 6M | +10.0% | -76.1% | +86.1% | +19.5% |
| YTD | -14.7% | -75.5% | +60.8% | -11.7% |
| 1Y | -9.7% | -90.1% | +80.4% | +0.3% |
| All | -6.5% | -91.8% | +85.3% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling