-3.8%
ARES vs MSTU
-86.5%
+82.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.3% |
| 7D | -0.3% | +16.1% | -16.5% | -2.3% |
| 30D | +1.3% | +68.7% | -67.4% | -5.3% |
| 3M | +10.4% | -11.0% | +21.4% | +8.0% |
| 6M | +29.0% | -33.4% | +62.4% | +27.6% |
| YTD | -12.2% | -59.5% | +47.3% | -11.6% |
| 1Y | -18.4% | -93.4% | +74.9% | -5.5% |
| All | -3.8% | -86.5% | +82.7% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling