+601.1%
MSI vs AEIS
+562.2%
+38.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.4% |
| 7D | -0.4% | +2.3% | -2.7% | -0.9% |
| 30D | -0.8% | -14.8% | +14.1% | +1.8% |
| 3M | +13.9% | -15.6% | +29.5% | +15.4% |
| 6M | +1.3% | -8.7% | +10.1% | -0.3% |
| YTD | +22.3% | +37.3% | -15.0% | +9.4% |
| 1Y | -3.9% | +80.3% | -84.2% | -19.9% |
| 3Y | +69.9% | +177.9% | -108.1% | +22.7% |
| 5Y | +103.8% | +235.8% | -132.0% | +36.4% |
| All | +601.1% | +562.2% | +38.9% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling