+158.0%
AEM vs MSTZ
-99.3%
+257.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.0% |
| 7D | -0.5% | -29.7% | +29.2% | -1.6% |
| 30D | +24.0% | -65.3% | +89.3% | +20.0% |
| 3M | +16.1% | -57.3% | +73.4% | +14.1% |
| 6M | -11.6% | -61.6% | +50.0% | -12.5% |
| YTD | +21.5% | -78.3% | +99.8% | +19.7% |
| 1Y | +39.2% | -30.2% | +69.4% | +39.2% |
| All | +158.0% | -99.3% | +257.2% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling