-87.5%
MSTU vs AEIS
+189.0%
-276.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.5% |
| 7D | +12.9% | +6.5% | +6.4% | +7.3% |
| 30D | +68.3% | -9.2% | +77.5% | +80.0% |
| 3M | +0.4% | -8.3% | +8.7% | -4.4% |
| 6M | -41.5% | -6.3% | -35.2% | -49.9% |
| YTD | -61.7% | +36.5% | -98.2% | -81.0% |
| 1Y | -93.7% | +84.8% | -178.4% | -98.0% |
| All | -87.5% | +189.0% | -276.6% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling