+40.2%
MSI vs AEE
+12.0%
+28.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | +3.2% | +1.7% | +1.5% | +2.7% |
| 30D | +17.6% | +9.7% | +7.8% | +14.3% |
| 3M | +14.5% | +5.9% | +8.6% | +12.6% |
| 6M | +34.3% | +6.7% | +27.6% | +30.7% |
| YTD | +39.7% | +17.4% | +22.4% | +32.4% |
| 1Y | +40.2% | +12.7% | +27.5% | +30.7% |
| All | +40.2% | +12.0% | +28.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling