+682.6%
AEHR vs MSTZ
-99.1%
+781.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.3% |
| 7D | +9.8% | +17.0% | -7.3% | +13.0% |
| 30D | -26.7% | -61.8% | +35.1% | -37.4% |
| 3M | -8.1% | -54.6% | +46.5% | -14.5% |
| 6M | +123.1% | -59.3% | +182.3% | +118.2% |
| YTD | +369.0% | -74.6% | +443.6% | +361.5% |
| 1Y | +256.4% | -18.8% | +275.2% | +365.7% |
| All | +682.6% | -99.1% | +781.7% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling