-94.0%
MSTU vs AEE
+8.8%
-102.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -7.7% |
| 7D | -22.0% | -0.7% | -21.3% | -22.4% |
| 30D | +60.3% | -2.0% | +62.3% | +57.8% |
| 3M | -3.7% | -2.8% | -0.9% | -8.7% |
| 6M | -45.2% | -3.6% | -41.6% | -47.3% |
| YTD | -64.3% | +7.3% | -71.6% | -64.4% |
| All | -94.0% | +8.8% | -102.8% | -93.6% |
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