-45.2%
MSTU vs AJG
+12.8%
-58.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.8% |
| 7D | -22.0% | -8.5% | -13.5% | -23.2% |
| 30D | +60.3% | -3.8% | +64.1% | +58.8% |
| 3M | -3.7% | +10.8% | -14.5% | +0.6% |
| 6M | -45.2% | +15.6% | -60.8% | -43.5% |
| All | -45.2% | +12.8% | -58.0% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling