-3.9%
MSI vs AEE
+8.8%
-12.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -0.8% | -2.9% | +2.2% | +0.1% |
| 3M | +13.9% | -2.4% | +16.3% | +14.1% |
| 6M | +1.3% | -2.7% | +4.1% | +1.2% |
| YTD | +22.3% | +7.3% | +15.0% | +18.3% |
| 1Y | -3.9% | +7.5% | -11.4% | -8.4% |
| All | -3.9% | +8.8% | -12.6% | -8.4% |
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