+3,255.3%
AEM vs MSI
+4,640.9%
-1,385.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.8% | -2.5% |
| 7D | +1.4% | +7.7% | -6.3% | +0.9% |
| 30D | -1.2% | +19.9% | -21.1% | -2.4% |
| 3M | +2.5% | +14.9% | -12.4% | +1.6% |
| 6M | -5.1% | +37.2% | -42.3% | -7.2% |
| YTD | +10.4% | +40.8% | -30.4% | +7.6% |
| 1Y | +11.8% | +38.1% | -26.4% | +9.1% |
| 3Y | +315.6% | +77.7% | +238.0% | +298.8% |
| 5Y | +266.3% | +129.0% | +137.2% | +245.0% |
| 10Y | +427.4% | +671.3% | -243.9% | +359.8% |
| All | +3,255.3% | +4,640.9% | -1,385.6% | +2,891.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 all: compounded portfolio wealth divided by compounded MSI 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…
all analysis · Full analysis span regression · 6 months rolling