+957.8%
AAOI vs MRSH
+407.9%
+550.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -4.8% | +4.6% | +1.9% |
| 30D | -23.7% | -6.3% | -17.4% | -21.9% |
| 3M | -39.0% | +5.8% | -44.8% | -42.7% |
| 6M | -17.0% | +2.8% | -19.8% | -22.4% |
| YTD | +202.2% | -3.1% | +205.4% | +185.1% |
| 1Y | +292.4% | -11.3% | +303.7% | +289.2% |
| 3Y | +804.4% | -5.0% | +809.3% | +730.6% |
| 5Y | +1,318.0% | +19.2% | +1,298.9% | +973.7% |
| 10Y | +436.7% | +217.4% | +219.3% | +60.2% |
| All | +957.8% | +407.9% | +550.0% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling