+29.1%
AEP vs MSTZ
-99.2%
+128.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.7% |
| 7D | +0.9% | -23.6% | +24.5% | +1.2% |
| 30D | +1.5% | -60.7% | +62.2% | +2.6% |
| 3M | -1.7% | -58.3% | +56.6% | -0.9% |
| 6M | -4.0% | -60.0% | +56.0% | -3.5% |
| YTD | +10.6% | -75.2% | +85.8% | +11.1% |
| 1Y | +18.6% | -19.9% | +38.5% | +15.8% |
| All | +29.1% | -99.2% | +128.3% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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