-87.2%
MSTU vs AJG
+19.3%
-106.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.5% | +4.9% | +10.1% |
| 7D | -4.8% | +10.7% | -15.6% | -5.2% |
| 30D | -29.6% | +26.9% | -56.5% | -30.8% |
| 3M | +69.4% | +16.6% | +52.8% | +67.5% |
| 6M | -62.2% | +40.1% | -102.4% | -62.7% |
| YTD | -61.1% | +12.4% | -73.5% | -61.0% |
| 1Y | -87.2% | +15.9% | -103.1% | -87.3% |
| All | -87.2% | +19.3% | -106.5% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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