+292.4%
AAOI vs MSI
-2.0%
+294.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -23.7% | -0.8% | -22.9% | -23.7% |
| 3M | -39.0% | +13.9% | -53.0% | -43.2% |
| 6M | -17.0% | +1.3% | -18.4% | -18.7% |
| YTD | +202.2% | +22.3% | +179.9% | +208.6% |
| 1Y | +292.4% | -3.9% | +296.3% | +347.7% |
| All | +292.4% | -2.0% | +294.4% | +347.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling