+124.8%
AEM vs MSTZ
-99.2%
+224.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.3% |
| 7D | -6.8% | +30.8% | -37.6% | -5.5% |
| 30D | +0.8% | +41.2% | -40.4% | +3.1% |
| 3M | -0.8% | -60.9% | +60.1% | -2.2% |
| 6M | -8.5% | -15.7% | +7.2% | -6.6% |
| YTD | +5.9% | -75.2% | +81.2% | +6.4% |
| 1Y | +6.6% | -59.8% | +66.4% | +7.8% |
| All | +124.8% | -99.2% | +224.0% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling