+196.5%
AEIS vs MSTZ
-99.2%
+295.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.2% | -5.4% | +3.5% |
| 7D | +8.1% | -25.4% | +33.5% | +6.2% |
| 30D | -11.1% | -60.9% | +49.7% | -16.5% |
| 3M | -5.6% | -54.2% | +48.5% | -8.0% |
| 6M | -0.6% | -65.0% | +64.3% | -3.2% |
| YTD | +38.0% | -76.5% | +114.5% | +35.1% |
| 1Y | +87.2% | -23.4% | +110.6% | +113.2% |
| All | +196.5% | -99.2% | +295.7% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling