+650.3%
AEHR vs MSTZ
-99.2%
+749.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.2% | -2.9% | +6.7% |
| 7D | +18.5% | -25.4% | +43.9% | +13.2% |
| 30D | -11.9% | -60.9% | +49.0% | -24.3% |
| 3M | -5.0% | -54.2% | +49.2% | -11.0% |
| 6M | +155.0% | -65.0% | +219.9% | +143.0% |
| YTD | +349.7% | -76.5% | +426.2% | +336.0% |
| 1Y | +260.4% | -23.4% | +283.8% | +365.7% |
| All | +650.3% | -99.2% | +749.5% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling