+121.2%
AAOI vs MAS
+230.1%
-108.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.6% | +1.4% |
| 7D | -16.6% | +3.3% | -19.9% | -18.1% |
| 30D | -52.5% | +25.5% | -77.9% | -58.7% |
| 3M | -61.6% | +11.8% | -73.3% | -64.5% |
| 6M | -65.0% | +21.3% | -86.3% | -69.8% |
| YTD | +49.5% | +37.7% | +11.7% | +14.7% |
| 1Y | +82.4% | +41.0% | +41.3% | +37.9% |
| 3Y | +433.8% | +63.0% | +370.8% | +290.4% |
| 5Y | +806.1% | +44.1% | +762.0% | +593.6% |
| 10Y | +121.2% | +224.3% | -103.0% | +21.5% |
| All | +121.2% | +230.1% | -108.9% | +21.5% |
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