-2.7%
ARES vs MSTU
-85.2%
+82.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | -1.7% | +21.3% | -23.0% | -4.0% |
| 30D | +0.3% | +90.8% | -90.5% | -7.4% |
| 3M | +8.5% | -6.8% | +15.2% | +5.6% |
| 6M | +23.5% | -39.8% | +63.3% | +23.4% |
| YTD | -11.2% | -55.7% | +44.5% | -11.4% |
| 1Y | -19.3% | -92.7% | +73.4% | -7.3% |
| All | -2.7% | -85.2% | +82.5% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling