+875.3%
MSI vs AEE
+813.9%
+61.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +6.8% | -2.3% | +9.1% | +8.0% |
| 3M | +14.3% | +0.2% | +14.1% | +13.8% |
| 6M | -1.6% | -4.7% | +3.2% | +0.3% |
| YTD | +22.8% | +8.1% | +14.7% | +17.6% |
| 1Y | -1.1% | +8.5% | -9.7% | -5.6% |
| 3Y | +70.5% | +48.9% | +21.6% | +37.0% |
| 5Y | +102.8% | +39.9% | +62.9% | +66.5% |
| 10Y | +597.4% | +186.5% | +410.9% | +284.9% |
| All | +875.3% | +813.9% | +61.4% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling