-65.1%
MSTZ vs AEE
+13.9%
-79.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.5% | -12.0% | -11.8% |
| 7D | +0.7% | +4.7% | -4.0% | -3.7% |
| 30D | +16.6% | +13.4% | +3.2% | +3.8% |
| 3M | -74.7% | +4.1% | -78.7% | -75.5% |
| 6M | -43.9% | +2.0% | -46.0% | -44.3% |
| YTD | -84.0% | +15.6% | -99.6% | -84.2% |
| 1Y | -65.1% | +14.1% | -79.2% | -66.9% |
| All | -65.1% | +13.9% | -79.0% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling