-94.0%
MSTU vs AEIS
+76.3%
-170.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -4.8% |
| 7D | -22.0% | -0.2% | -21.8% | -22.0% |
| 30D | +60.3% | -16.4% | +76.7% | +74.4% |
| 3M | -3.7% | -11.1% | +7.4% | -5.7% |
| 6M | -45.2% | -12.0% | -33.2% | -48.9% |
| YTD | -64.3% | +30.9% | -95.2% | -78.1% |
| 1Y | -94.0% | +74.3% | -168.4% | -97.5% |
| All | -94.0% | +76.3% | -170.3% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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