+693.4%
AAOI vs MSTU
-87.7%
+781.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.2% |
| 7D | -0.2% | -16.6% | +16.4% | +3.8% |
| 30D | -23.7% | +69.7% | -93.4% | -36.1% |
| 3M | -39.0% | -7.5% | -31.5% | -42.2% |
| 6M | -17.0% | -43.1% | +26.1% | -16.4% |
| YTD | +202.2% | -63.0% | +265.3% | +211.4% |
| 1Y | +292.4% | -93.8% | +386.2% | +514.2% |
| All | +693.4% | -87.7% | +781.0% | +1,006.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling