+458.7%
AEP vs MTSI
+1,004.6%
-545.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -0.5% |
| 7D | -2.8% | -10.0% | +7.2% | -2.6% |
| 30D | +3.6% | -37.2% | +40.8% | +4.9% |
| 3M | +1.8% | -30.1% | +31.8% | +2.6% |
| 6M | -3.1% | -31.9% | +28.8% | -2.6% |
| YTD | +12.2% | +23.2% | -10.9% | +10.5% |
| 1Y | +9.1% | +26.4% | -17.3% | +7.3% |
| 3Y | +77.9% | +186.2% | -108.2% | +67.7% |
| 5Y | +78.1% | +187.0% | -108.9% | +66.5% |
| 10Y | +187.8% | +460.4% | -272.6% | +152.3% |
| All | +458.7% | +1,004.6% | -545.9% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling