+362.7%
AEM vs MTSI
+448.7%
-86.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.8% | -9.5% | +0.2% |
| 7D | +15.8% | -10.0% | +25.8% | +16.7% |
| 30D | +6.2% | -37.2% | +43.4% | +11.0% |
| 3M | +14.3% | -30.1% | +44.4% | +17.7% |
| 6M | +1.4% | -31.9% | +33.3% | +4.1% |
| YTD | +13.7% | +23.2% | -9.4% | +9.7% |
| 1Y | +21.3% | +26.4% | -5.1% | +16.8% |
| 3Y | +309.9% | +186.2% | +123.7% | +260.4% |
| 5Y | +301.0% | +187.0% | +113.9% | +247.8% |
| All | +362.7% | +448.7% | -86.0% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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