+194.6%
AEP vs MTSI
+512.4%
-317.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.0% | -7.6% | +1.1% |
| 7D | -1.5% | +3.5% | -5.1% | -1.7% |
| 30D | +4.5% | -30.3% | +34.8% | +5.5% |
| 3M | +2.8% | -26.0% | +28.8% | +3.5% |
| 6M | -0.7% | -36.1% | +35.4% | +0.2% |
| YTD | +13.8% | +34.3% | -20.4% | +11.6% |
| 1Y | +9.0% | +35.3% | -26.3% | +6.7% |
| 3Y | +83.0% | +217.6% | -134.6% | +70.5% |
| 5Y | +83.3% | +210.1% | -126.8% | +69.3% |
| 10Y | +194.6% | +471.4% | -276.8% | +144.7% |
| All | +194.6% | +512.4% | -317.8% | +144.7% |
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