+126.4%
MSI vs AEIS
+145.7%
-19.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +7.4% | -6.9% | +14.3% | +8.0% |
| 30D | +18.7% | -23.2% | +41.9% | +21.8% |
| 3M | +14.5% | -29.5% | +43.9% | +18.0% |
| 6M | +38.1% | -37.9% | +76.0% | +43.4% |
| YTD | +38.7% | +6.0% | +32.7% | +28.8% |
| 1Y | +35.4% | +1.2% | +34.2% | +26.6% |
| 3Y | +75.1% | +150.0% | -74.9% | +25.7% |
| 5Y | +126.4% | +141.9% | -15.5% | +51.3% |
| All | +126.4% | +145.7% | -19.3% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling