+18.7%
AEM vs MSTU
-88.0%
+106.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.3% | -0.7% | +8.6% |
| 7D | +0.2% | -4.8% | +5.0% | +0.6% |
| 30D | +0.1% | -29.6% | +29.6% | +2.8% |
| 3M | +22.1% | +69.4% | -47.3% | +13.1% |
| 6M | +2.4% | -62.2% | +64.7% | +4.7% |
| YTD | +8.9% | -61.1% | +70.0% | +5.7% |
| 1Y | +18.7% | -87.2% | +105.9% | +26.7% |
| All | +18.7% | -88.0% | +106.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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