-92.7%
MSTU vs AEE
+8.8%
-101.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.1% |
| 7D | +21.3% | +0.3% | +21.0% | +21.5% |
| 30D | +90.8% | -2.3% | +93.1% | +87.6% |
| 3M | -6.8% | +0.2% | -7.0% | -11.7% |
| 6M | -39.8% | -4.7% | -35.1% | -41.4% |
| YTD | -55.7% | +8.1% | -63.8% | -55.6% |
| 1Y | -92.7% | +8.5% | -101.2% | -91.8% |
| All | -92.7% | +8.8% | -101.5% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling