-23.4%
MSTZ vs AEE
+10.3%
-33.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +7.4% |
| 7D | -25.4% | +1.3% | -26.7% | -26.3% |
| 30D | -60.9% | -1.2% | -59.6% | -60.3% |
| 3M | -54.2% | +1.0% | -55.2% | -51.1% |
| 6M | -65.0% | -2.3% | -62.7% | -63.1% |
| YTD | -76.5% | +9.1% | -85.6% | -76.2% |
| 1Y | -23.4% | +10.6% | -33.9% | -29.5% |
| All | -23.4% | +10.3% | -33.7% | -29.5% |
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 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