+102.8%
AAOI vs MAS
+215.0%
-112.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | -0.5% | +3.0% | -3.5% | -2.0% |
| 30D | -42.1% | +22.4% | -64.6% | -49.0% |
| 3M | -61.6% | +14.5% | -76.1% | -65.0% |
| 6M | -77.6% | +27.1% | -104.8% | -81.1% |
| YTD | +43.1% | +35.8% | +7.4% | +10.7% |
| 1Y | +138.6% | +39.4% | +99.2% | +81.3% |
| 3Y | +353.5% | +60.3% | +293.3% | +235.1% |
| 5Y | +720.6% | +39.4% | +681.1% | +538.4% |
| All | +102.8% | +215.0% | -112.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling