+112.9%
AAOI vs MAS
+215.9%
-103.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.5% | +7.8% |
| 7D | -27.4% | +2.4% | -29.8% | -28.5% |
| 30D | -59.1% | +19.8% | -78.9% | -63.6% |
| 3M | -59.6% | +9.8% | -69.5% | -62.3% |
| 6M | -71.9% | +15.8% | -87.7% | -75.1% |
| YTD | +43.8% | +31.8% | +12.0% | +13.0% |
| 1Y | +72.3% | +35.4% | +36.9% | +33.2% |
| 3Y | +417.3% | +59.2% | +358.1% | +283.5% |
| 5Y | +755.5% | +41.2% | +714.2% | +564.0% |
| All | +112.9% | +215.9% | -103.1% | +19.8% |
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