+87.8%
AEP vs MTSI
+231.3%
-143.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +2.5% | +29.1% | -26.6% | +2.3% |
| 30D | +3.4% | -20.4% | +23.8% | +3.4% |
| 3M | +4.2% | -20.9% | +25.1% | +4.2% |
| 6M | -0.8% | -32.3% | +31.4% | -0.8% |
| YTD | +15.2% | +43.5% | -28.3% | +14.5% |
| 1Y | +8.3% | +43.8% | -35.5% | +7.6% |
| 3Y | +84.2% | +218.8% | -134.6% | +75.1% |
| 5Y | +87.8% | +228.3% | -140.5% | +70.2% |
| All | +87.8% | +231.3% | -143.4% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling