-99.2%
MSTZ vs AEE
+31.8%
-131.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -29.7% | +0.3% | -30.0% | -29.8% |
| 30D | -65.3% | -2.3% | -63.0% | -65.0% |
| 3M | -57.3% | +0.2% | -57.5% | -56.0% |
| 6M | -61.6% | -4.7% | -56.9% | -60.8% |
| YTD | -78.3% | +8.1% | -86.4% | -77.8% |
| 1Y | -30.2% | +8.5% | -38.8% | -29.2% |
| All | -99.2% | +31.8% | -131.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling