-85.6%
MSTU vs AEIS
+184.4%
-269.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -5.2% |
| 7D | +21.3% | +3.0% | +18.4% | +19.3% |
| 30D | +90.8% | -14.6% | +105.5% | +115.7% |
| 3M | -6.8% | -12.4% | +5.7% | -6.7% |
| 6M | -39.8% | -15.0% | -24.9% | -42.1% |
| YTD | -55.7% | +34.3% | -90.0% | -77.7% |
| 1Y | -92.7% | +87.4% | -180.0% | -97.7% |
| All | -85.6% | +184.4% | -269.9% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling