+352.5%
AAOI vs MSTU
-92.8%
+445.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.8% |
| 7D | -0.7% | +21.3% | -22.0% | -6.3% |
| 30D | -17.9% | +90.8% | -108.7% | -32.6% |
| 3M | -48.0% | -6.8% | -41.2% | -49.9% |
| 6M | +5.8% | -39.8% | +45.7% | +6.4% |
| YTD | +202.7% | -55.7% | +258.4% | +194.8% |
| 1Y | +352.5% | -92.7% | +445.2% | +828.5% |
| All | +352.5% | -92.8% | +445.3% | +828.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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