+1,314.2%
AAOI vs MRSH
+18.2%
+1,296.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.2% | -4.8% | +4.6% | -0.5% |
| 30D | -23.7% | -6.3% | -17.4% | -24.0% |
| 3M | -39.0% | +5.8% | -44.8% | -39.8% |
| 6M | -17.0% | +2.8% | -19.8% | -17.9% |
| YTD | +202.2% | -3.1% | +205.4% | +200.5% |
| 1Y | +292.4% | -11.3% | +303.7% | +305.7% |
| 3Y | +804.4% | -5.0% | +809.3% | +787.4% |
| All | +1,314.2% | +18.2% | +1,296.0% | +1,016.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling