-86.8%
MSTU vs AEE
+32.1%
-118.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.2% | -8.9% | -8.6% |
| 7D | +16.1% | +0.6% | +15.5% | +16.3% |
| 30D | +68.7% | -1.9% | +70.6% | +67.8% |
| 3M | -11.0% | +0.3% | -11.3% | -13.1% |
| 6M | -33.4% | -3.0% | -30.4% | -34.3% |
| YTD | -59.5% | +8.4% | -67.9% | -60.3% |
| 1Y | -93.4% | +9.8% | -103.1% | -93.4% |
| All | -86.8% | +32.1% | -118.9% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling