+193.2%
AEIS vs MSTZ
-99.2%
+292.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -0.6% |
| 7D | +6.5% | -23.6% | +30.0% | +4.8% |
| 30D | -9.2% | -60.7% | +51.5% | -14.7% |
| 3M | -8.3% | -58.3% | +49.9% | -11.5% |
| 6M | -6.3% | -60.0% | +53.7% | -7.6% |
| YTD | +36.5% | -75.2% | +111.7% | +34.3% |
| 1Y | +84.8% | -19.9% | +104.7% | +111.2% |
| All | +193.2% | -99.2% | +292.4% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling