+931.7%
MSI vs AEIS
+1,985.6%
-1,053.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +1.0% |
| 7D | +3.2% | +11.5% | -8.3% | +0.7% |
| 30D | +17.6% | -15.8% | +33.3% | +20.5% |
| 3M | +14.5% | -33.3% | +47.8% | +22.2% |
| 6M | +34.3% | -35.2% | +69.4% | +41.0% |
| YTD | +39.7% | +5.0% | +34.7% | +29.6% |
| 1Y | +40.2% | +8.5% | +31.7% | +28.8% |
| 3Y | +77.1% | +152.9% | -75.7% | +28.4% |
| 5Y | +124.0% | +144.6% | -20.6% | +60.3% |
| 10Y | +665.5% | +337.1% | +328.4% | +335.8% |
| All | +931.7% | +1,985.6% | -1,053.9% | +218.7% |
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