-92.4%
MSTU vs AEE
+43.1%
-135.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -4.6% |
| 7D | -25.8% | +1.7% | -27.5% | -25.3% |
| 30D | -43.9% | +9.7% | -53.6% | -41.5% |
| 3M | +2.9% | +5.9% | -3.0% | +6.3% |
| 6M | -75.5% | +6.7% | -82.2% | -75.0% |
| YTD | -76.7% | +17.4% | -94.1% | -76.3% |
| 1Y | -88.9% | +12.7% | -101.6% | -88.6% |
| All | -92.4% | +43.1% | -135.5% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling