+416.0%
AAOI vs MSI
+605.3%
-189.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -23.7% | -0.8% | -22.9% | -23.9% |
| 3M | -39.0% | +13.9% | -53.0% | -45.2% |
| 6M | -17.0% | +1.3% | -18.4% | -19.5% |
| YTD | +202.2% | +22.3% | +179.9% | +157.2% |
| 1Y | +292.4% | -3.9% | +296.3% | +292.4% |
| 3Y | +804.4% | +69.9% | +734.5% | +587.5% |
| 5Y | +1,318.0% | +103.8% | +1,214.2% | +851.8% |
| All | +416.0% | +605.3% | -189.3% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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