+100.0%
MSI vs AEE
+39.2%
+60.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -4.0% | +1.1% | -5.0% | -4.4% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +11.4% | -0.9% | +12.3% | +11.5% |
| 6M | +1.0% | -2.4% | +3.4% | +1.5% |
| YTD | +20.7% | +8.6% | +12.0% | +16.1% |
| 1Y | -2.7% | +10.2% | -12.8% | -7.1% |
| 3Y | +68.2% | +47.8% | +20.4% | +40.9% |
| 5Y | +100.0% | +40.1% | +59.9% | +73.5% |
| All | +100.0% | +39.2% | +60.8% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling