+1,009.7%
MSI vs AEE
+892.1%
+117.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.4% |
| 7D | +3.2% | +1.7% | +1.5% | +2.4% |
| 30D | +17.6% | +9.7% | +7.8% | +12.3% |
| 3M | +14.5% | +5.9% | +8.6% | +11.2% |
| 6M | +34.3% | +6.7% | +27.6% | +29.4% |
| YTD | +39.7% | +17.4% | +22.4% | +28.4% |
| 1Y | +40.2% | +12.7% | +27.5% | +31.3% |
| 3Y | +77.1% | +68.2% | +8.9% | +34.2% |
| 5Y | +124.0% | +57.3% | +66.8% | +73.7% |
| 10Y | +665.5% | +220.6% | +444.9% | +300.2% |
| All | +1,009.7% | +892.1% | +117.6% | +253.4% |
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 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