+155.2%
AEM vs MSTU
-87.2%
+242.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.6% |
| 7D | +3.0% | +12.9% | -9.9% | +2.3% |
| 30D | +12.5% | +68.3% | -55.9% | +9.5% |
| 3M | +26.9% | +0.4% | +26.6% | +25.3% |
| 6M | -9.4% | -41.5% | +32.1% | -9.5% |
| YTD | +20.3% | -61.7% | +82.0% | +19.9% |
| 1Y | +33.8% | -93.7% | +127.4% | +36.0% |
| All | +155.2% | -87.2% | +242.4% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling