+957.8%
AAOI vs MKSI
+1,061.9%
-104.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +0.4% |
| 7D | -0.2% | +2.7% | -2.9% | -2.1% |
| 30D | -23.7% | -12.8% | -10.9% | -14.2% |
| 3M | -39.0% | -22.5% | -16.5% | -23.5% |
| 6M | -17.0% | +19.4% | -36.4% | -24.1% |
| YTD | +202.2% | +67.7% | +134.5% | +118.4% |
| 1Y | +292.4% | +131.4% | +161.0% | +128.4% |
| 3Y | +804.4% | +197.3% | +607.0% | +381.9% |
| 5Y | +1,318.0% | +87.0% | +1,231.1% | +845.3% |
| 10Y | +436.7% | +522.1% | -85.4% | +33.4% |
| All | +957.8% | +1,061.9% | -104.1% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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