-88.0%
MSTU vs AEE
+30.8%
-118.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -16.6% | -0.8% | -15.8% | -16.8% |
| 30D | +69.7% | -2.9% | +72.6% | +68.3% |
| 3M | -7.5% | -2.4% | -5.1% | -9.7% |
| 6M | -43.1% | -2.7% | -40.4% | -44.2% |
| YTD | -63.0% | +7.3% | -70.3% | -63.8% |
| 1Y | -93.8% | +7.5% | -101.3% | -93.9% |
| All | -88.0% | +30.8% | -118.7% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling