-88.0%
MSTU vs AJG
-17.5%
-70.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.8% |
| 7D | -16.6% | -8.3% | -8.3% | -15.0% |
| 30D | +69.7% | -5.7% | +75.4% | +71.7% |
| 3M | -7.5% | +9.1% | -16.6% | -9.7% |
| 6M | -43.1% | +15.2% | -58.3% | -45.7% |
| YTD | -63.0% | -6.3% | -56.7% | -61.9% |
| 1Y | -93.8% | -19.1% | -74.7% | -93.0% |
| All | -88.0% | -17.5% | -70.5% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling