+806.7%
MSI vs AEIS
+2,566.8%
-1,760.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | -3.7% | +3.0% | -6.7% | -4.4% |
| 30D | +6.8% | -14.6% | +21.5% | +10.0% |
| 3M | +14.3% | -12.4% | +26.7% | +14.8% |
| 6M | -1.6% | -15.0% | +13.4% | -1.7% |
| YTD | +22.8% | +34.3% | -11.5% | +10.0% |
| 1Y | -1.1% | +87.4% | -88.5% | -18.7% |
| 3Y | +70.5% | +139.8% | -69.3% | +27.4% |
| 5Y | +102.8% | +220.7% | -117.9% | +38.9% |
| 10Y | +597.4% | +531.6% | +65.8% | +272.5% |
| All | +806.7% | +2,566.8% | -1,760.1% | +170.4% |
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