+449.8%
AEP vs MTSI
+1,308.1%
-858.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.3% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | -0.8% | +2.1% | -2.9% | -0.9% |
| 3M | -1.8% | -29.7% | +27.9% | -1.0% |
| 6M | -5.4% | +12.5% | -17.9% | -6.2% |
| YTD | +10.4% | +57.0% | -46.6% | +8.2% |
| 1Y | +18.2% | +103.9% | -85.8% | +14.6% |
| 3Y | +79.0% | +223.6% | -144.6% | +68.7% |
| 5Y | +64.8% | +321.6% | -256.7% | +52.4% |
| 10Y | +170.8% | +517.7% | -346.9% | +137.2% |
| All | +449.8% | +1,308.1% | -858.3% | +363.4% |
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