+937.0%
AAOI vs MSI
+854.4%
+82.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.9% |
| 7D | +2.9% | -1.8% | +4.7% | +4.1% |
| 30D | -23.1% | -0.6% | -22.5% | -23.4% |
| 3M | -41.0% | +13.0% | -54.0% | -47.0% |
| 6M | -14.3% | +0.5% | -14.8% | -16.5% |
| YTD | +196.3% | +21.7% | +174.6% | +151.1% |
| 1Y | +272.6% | -2.6% | +275.2% | +268.3% |
| 3Y | +775.3% | +69.7% | +705.7% | +546.1% |
| 5Y | +1,290.2% | +102.8% | +1,187.4% | +797.3% |
| 10Y | +426.2% | +602.9% | -176.7% | +36.7% |
| All | +937.0% | +854.4% | +82.6% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling