-6.7%
ARES vs MSTU
-87.2%
+80.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.4% | -2.5% |
| 7D | -2.7% | +12.9% | -15.6% | -4.3% |
| 30D | -2.4% | +68.3% | -70.7% | -8.7% |
| 3M | +3.9% | +0.4% | +3.5% | +0.7% |
| 6M | +26.4% | -41.5% | +67.9% | +26.7% |
| YTD | -14.9% | -61.7% | +46.8% | -13.9% |
| 1Y | -20.4% | -93.7% | +73.2% | -7.3% |
| All | -6.7% | -87.2% | +80.5% | -3.0% |
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