+8.6%
AEIS vs MSTZ
-63.1%
+71.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -9.6% | -1.6% | -11.9% |
| 7D | -12.7% | +0.7% | -13.4% | -12.5% |
| 30D | -28.8% | +16.6% | -45.4% | -27.4% |
| 3M | -38.0% | -74.7% | +36.7% | -41.4% |
| 6M | -45.3% | -43.9% | -1.4% | -42.8% |
| YTD | +1.1% | -84.0% | +85.2% | -1.7% |
| 1Y | +8.6% | -65.1% | +73.7% | +30.3% |
| All | +8.6% | -63.1% | +71.7% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling