+91.2%
AEP vs MTSI
+226.9%
-135.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.3% | +1.3% |
| 7D | +0.7% | +7.2% | -6.4% | +1.0% |
| 30D | +4.8% | -18.4% | +23.2% | +4.3% |
| 3M | +5.4% | -16.7% | +22.0% | +5.0% |
| 6M | +0.4% | -31.7% | +32.1% | -0.5% |
| YTD | +15.5% | +45.9% | -30.4% | +18.6% |
| 1Y | +8.5% | +47.0% | -38.5% | +11.5% |
| All | +91.2% | +226.9% | -135.7% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling