-88.4%
MSTU vs AEE
+30.8%
-119.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -7.1% |
| 7D | -22.0% | -0.7% | -21.3% | -22.2% |
| 30D | +60.3% | -2.0% | +62.3% | +59.3% |
| 3M | -3.7% | -2.8% | -0.9% | -5.9% |
| 6M | -45.2% | -3.6% | -41.6% | -46.1% |
| YTD | -64.3% | +7.3% | -71.6% | -65.1% |
| 1Y | -94.0% | +8.7% | -102.7% | -94.1% |
| All | -88.4% | +30.8% | -119.2% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling