+154.3%
AEM vs MSTU
-86.5%
+240.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.6% | +7.2% | -1.0% |
| 7D | +4.3% | +16.1% | -11.8% | +3.4% |
| 30D | +13.1% | +68.7% | -55.5% | +10.1% |
| 3M | +24.8% | -11.0% | +35.8% | +23.5% |
| 6M | -8.2% | -33.4% | +25.1% | -8.6% |
| YTD | +19.8% | -59.5% | +79.3% | +19.2% |
| 1Y | +32.1% | -93.4% | +125.4% | +33.9% |
| All | +154.3% | -86.5% | +240.8% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling