+302.8%
AEM vs MTSI
+320.9%
-18.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.7% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +24.0% | +2.1% | +21.9% | +23.1% |
| 3M | +16.1% | -29.7% | +45.8% | +21.2% |
| 6M | -11.6% | +12.5% | -24.2% | -14.2% |
| YTD | +21.5% | +57.0% | -35.5% | +13.0% |
| 1Y | +39.2% | +103.9% | -64.7% | +25.3% |
| 3Y | +347.4% | +223.6% | +123.9% | +274.3% |
| All | +302.8% | +320.9% | -18.1% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling