+449.8%
AAOI vs MAS
+132.1%
+317.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.0% |
| 7D | +4.7% | -2.2% | +6.9% | +5.9% |
| 30D | -18.7% | -6.7% | -12.0% | -15.7% |
| 3M | -33.7% | -3.7% | -30.1% | -32.8% |
| 6M | -2.4% | +9.0% | -11.4% | -10.8% |
| YTD | +209.6% | +10.8% | +198.8% | +172.4% |
| 1Y | +355.0% | -3.8% | +358.8% | +338.8% |
| 3Y | +814.7% | +30.0% | +784.6% | +669.6% |
| 5Y | +1,298.1% | +28.2% | +1,269.9% | +1,078.5% |
| 10Y | +449.8% | +143.3% | +306.5% | +246.9% |
| All | +449.8% | +132.1% | +317.7% | +246.9% |
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