+416.0%
AAOI vs MRSH
+218.8%
+197.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -4.8% | +4.6% | +1.4% |
| 30D | -23.7% | -6.3% | -17.4% | -22.3% |
| 3M | -39.0% | +5.8% | -44.8% | -42.0% |
| 6M | -17.0% | +2.8% | -19.8% | -21.3% |
| YTD | +202.2% | -3.1% | +205.4% | +188.6% |
| 1Y | +292.4% | -11.3% | +303.7% | +292.2% |
| 3Y | +804.4% | -5.0% | +809.3% | +745.1% |
| 5Y | +1,318.0% | +19.2% | +1,298.9% | +1,013.8% |
| All | +416.0% | +218.8% | +197.1% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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