+203.2%
AEP vs MTSI
+454.4%
-251.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -0.8% | -3.8% | +3.0% | -0.8% |
| 30D | +4.9% | -31.4% | +36.3% | +5.9% |
| 3M | +4.9% | -23.8% | +28.6% | +5.4% |
| 6M | -0.3% | -37.1% | +36.8% | +0.6% |
| YTD | +14.3% | +32.2% | -18.0% | +12.1% |
| 1Y | +7.5% | +26.9% | -19.4% | +5.5% |
| 3Y | +82.6% | +193.7% | -111.1% | +70.9% |
| 5Y | +81.5% | +218.0% | -136.6% | +67.5% |
| 10Y | +203.2% | +477.8% | -274.6% | +158.0% |
| All | +203.2% | +454.4% | -251.2% | +158.0% |
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