+924.3%
MSI vs AEIS
+2,004.7%
-1,080.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +7.4% | -6.9% | +14.3% | +8.4% |
| 30D | +18.7% | -23.2% | +41.9% | +24.1% |
| 3M | +14.5% | -29.5% | +43.9% | +20.7% |
| 6M | +38.1% | -37.9% | +76.0% | +46.5% |
| YTD | +38.7% | +6.0% | +32.7% | +28.5% |
| 1Y | +35.4% | +1.2% | +34.2% | +26.4% |
| 3Y | +75.1% | +150.0% | -74.9% | +27.3% |
| 5Y | +126.4% | +141.9% | -15.5% | +62.4% |
| 10Y | +671.4% | +356.2% | +315.2% | +335.1% |
| All | +924.3% | +2,004.7% | -1,080.4% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling