-92.7%
MSTU vs AJG
-12.9%
-79.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | +21.3% | -1.8% | +23.2% | +21.2% |
| 30D | +90.8% | +4.6% | +86.2% | +91.0% |
| 3M | -6.8% | +24.9% | -31.7% | -5.3% |
| 6M | -39.8% | +17.2% | -57.0% | -38.9% |
| YTD | -55.7% | +2.2% | -57.8% | -56.1% |
| 1Y | -92.7% | -11.5% | -81.1% | -92.0% |
| All | -92.7% | -12.9% | -79.8% | -92.0% |
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