+959.5%
AAOI vs MAS
+368.6%
+590.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.2% |
| 30D | -17.9% | -5.6% | -12.4% | -15.3% |
| 3M | -48.0% | +4.4% | -52.4% | -50.0% |
| 6M | +5.8% | +7.2% | -1.4% | -1.8% |
| YTD | +202.7% | +16.1% | +186.6% | +160.3% |
| 1Y | +352.5% | +0.1% | +352.4% | +327.4% |
| 3Y | +657.0% | +28.3% | +628.7% | +541.3% |
| 5Y | +1,267.0% | +30.5% | +1,236.5% | +1,038.2% |
| 10Y | +502.7% | +139.1% | +363.5% | +254.4% |
| All | +959.5% | +368.6% | +590.9% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling