-38.2%
MSTU vs AEE
-2.5%
-35.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.2% | -8.9% | -8.3% |
| 7D | +16.1% | +0.6% | +15.5% | +16.9% |
| 30D | +68.7% | -1.9% | +70.6% | +64.5% |
| 3M | -11.0% | +0.3% | -11.3% | -16.6% |
| All | -38.2% | -2.5% | -35.7% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling