+27.7%
AEP vs MSTU
-87.7%
+115.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.1% |
| 7D | -0.9% | -16.6% | +15.7% | -1.2% |
| 30D | -1.1% | +69.7% | -70.8% | 0.0% |
| 3M | -3.3% | -7.5% | +4.2% | -2.8% |
| 6M | -4.6% | -43.1% | +38.5% | -4.4% |
| YTD | +9.4% | -63.0% | +72.4% | +9.4% |
| 1Y | +16.9% | -93.8% | +110.7% | +13.4% |
| All | +27.7% | -87.7% | +115.4% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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