+17.5%
AEP vs MSTU
-94.2%
+111.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | -1.0% |
| 7D | -1.0% | -22.0% | +21.0% | -1.2% |
| 30D | -0.1% | +60.3% | -60.4% | +0.4% |
| 3M | -3.2% | -3.7% | +0.5% | -2.7% |
| 6M | -5.3% | -45.2% | +39.9% | -4.8% |
| YTD | +9.5% | -64.3% | +73.8% | +9.9% |
| 1Y | +17.5% | -94.0% | +111.5% | +15.3% |
| All | +17.5% | -94.2% | +111.7% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling