+124.8%
AEM vs MSTU
-92.2%
+217.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.3% |
| 7D | -6.8% | -25.8% | +19.0% | -5.5% |
| 30D | +0.8% | -43.9% | +44.7% | +3.3% |
| 3M | -0.8% | +2.9% | -3.7% | -1.8% |
| 6M | -8.5% | -75.5% | +67.0% | -6.0% |
| YTD | +5.9% | -76.7% | +82.7% | +7.4% |
| 1Y | +6.6% | -88.9% | +95.6% | +9.0% |
| All | +124.8% | -92.2% | +217.1% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling