+683.9%
AEM vs MTSI
+1,308.1%
-624.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.6% | -1.5% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +24.0% | +2.1% | +21.9% | +23.4% |
| 3M | +16.1% | -29.7% | +45.8% | +19.4% |
| 6M | -11.6% | +12.5% | -24.2% | -13.2% |
| YTD | +21.5% | +57.0% | -35.5% | +15.8% |
| 1Y | +39.2% | +103.9% | -64.7% | +29.5% |
| 3Y | +347.4% | +223.6% | +123.9% | +295.8% |
| 5Y | +290.1% | +321.6% | -31.4% | +234.4% |
| 10Y | +357.8% | +517.7% | -159.9% | +263.3% |
| All | +683.9% | +1,308.1% | -624.2% | +451.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling