-99.1%
MSTZ vs AEE
+43.1%
-142.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.5% |
| 7D | +30.8% | +1.7% | +29.1% | +29.9% |
| 30D | +41.2% | +9.7% | +31.5% | +35.7% |
| 3M | -60.9% | +5.9% | -66.8% | -61.8% |
| 6M | -15.7% | +6.7% | -22.4% | -16.3% |
| YTD | -75.2% | +17.4% | -92.6% | -75.5% |
| 1Y | -59.8% | +12.7% | -72.5% | -60.6% |
| All | -99.1% | +43.1% | -142.2% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling