+249.0%
AEM vs MTSI
+206.4%
+42.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.8% |
| 7D | -6.8% | +10.0% | -16.8% | -8.2% |
| 30D | +0.8% | -20.3% | +21.2% | +3.4% |
| 3M | -0.8% | -24.4% | +23.6% | +2.0% |
| 6M | -8.5% | -39.2% | +30.7% | -3.5% |
| YTD | +5.9% | +35.5% | -29.5% | -1.0% |
| 1Y | +6.6% | +43.0% | -36.4% | -1.1% |
| 3Y | +302.2% | +196.3% | +105.9% | +232.2% |
| All | +249.0% | +206.4% | +42.6% | +165.0% |
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