+211.7%
AEP vs MTSI
+508.4%
-296.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.3% | +0.8% |
| 7D | +0.7% | +7.2% | -6.4% | +0.4% |
| 30D | +4.8% | -18.4% | +23.2% | +5.3% |
| 3M | +5.4% | -16.7% | +22.0% | +5.6% |
| 6M | +0.4% | -31.7% | +32.1% | +1.0% |
| YTD | +15.5% | +45.9% | -30.4% | +12.9% |
| 1Y | +8.5% | +47.0% | -38.5% | +6.0% |
| 3Y | +84.6% | +224.1% | -139.5% | +72.2% |
| 5Y | +86.9% | +238.5% | -151.6% | +72.3% |
| All | +211.7% | +508.4% | -296.6% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling