-9.7%
ARES vs MSTU
-90.8%
+81.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -12.9% | +9.6% | -2.0% |
| 7D | -0.3% | -23.0% | +22.7% | +2.2% |
| 30D | +15.3% | -47.7% | +63.0% | +21.7% |
| 3M | -5.4% | +12.5% | -17.9% | -10.8% |
| 6M | +10.0% | -76.1% | +86.1% | +23.0% |
| YTD | -14.7% | -75.5% | +60.8% | -12.4% |
| 1Y | -9.7% | -90.1% | +80.4% | -1.7% |
| All | -9.7% | -90.8% | +81.1% | -1.7% |
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