+195.0%
AEIS vs MSTZ
-99.1%
+294.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.7% | +4.6% |
| 7D | +2.3% | +17.0% | -14.8% | +3.7% |
| 30D | -14.8% | -61.8% | +47.0% | -20.1% |
| 3M | -15.6% | -54.6% | +39.0% | -17.9% |
| 6M | -8.7% | -59.3% | +50.5% | -9.8% |
| YTD | +37.3% | -74.6% | +111.9% | +35.5% |
| 1Y | +80.3% | -18.8% | +99.1% | +106.5% |
| All | +195.0% | -99.1% | +294.1% | +170.2% |
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