+158.0%
AEM vs MSTU
-85.2%
+243.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -0.5% | +21.3% | -21.8% | -1.6% |
| 30D | +24.0% | +90.8% | -66.8% | +20.1% |
| 3M | +16.1% | -6.8% | +22.9% | +14.5% |
| 6M | -11.6% | -39.8% | +28.2% | -12.0% |
| YTD | +21.5% | -55.7% | +77.2% | +20.4% |
| 1Y | +39.2% | -92.7% | +131.8% | +40.5% |
| All | +158.0% | -85.2% | +243.2% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling