-93.8%
MSTU vs AJG
-17.2%
-76.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.6% |
| 7D | -16.6% | -8.3% | -8.3% | -16.7% |
| 30D | +69.7% | -5.7% | +75.4% | +69.1% |
| 3M | -7.5% | +9.1% | -16.6% | -6.4% |
| 6M | -43.1% | +15.2% | -58.3% | -42.4% |
| YTD | -63.0% | -6.3% | -56.7% | -63.5% |
| 1Y | -93.8% | -19.1% | -74.7% | -93.2% |
| All | -93.8% | -17.2% | -76.6% | -93.2% |
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