+152.4%
AEM vs MSTZ
-99.1%
+251.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.6% | +1.7% |
| 7D | -2.1% | +17.0% | -19.2% | -1.4% |
| 30D | +8.4% | -61.8% | +70.2% | +5.4% |
| 3M | +27.3% | -54.6% | +81.9% | +25.6% |
| 6M | -9.7% | -59.3% | +49.6% | -10.0% |
| YTD | +19.0% | -74.6% | +93.5% | +18.0% |
| 1Y | +31.5% | -18.8% | +50.3% | +32.5% |
| All | +152.4% | -99.1% | +251.6% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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