+87.4%
AEIS vs MSTZ
-29.5%
+116.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.6% |
| 7D | +3.0% | -29.7% | +32.7% | +1.0% |
| 30D | -14.6% | -65.3% | +50.6% | -19.9% |
| 3M | -12.4% | -57.3% | +44.9% | -13.6% |
| 6M | -15.0% | -61.6% | +46.7% | -15.0% |
| YTD | +34.3% | -78.3% | +112.6% | +31.9% |
| 1Y | +87.4% | -30.2% | +117.6% | +146.4% |
| All | +87.4% | -29.5% | +116.8% | +146.4% |
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