-2.4%
AAOI vs MSTU
-39.0%
+36.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.3% |
| 7D | +4.7% | +12.9% | -8.2% | +1.0% |
| 30D | -18.7% | +68.3% | -87.1% | -29.8% |
| 3M | -33.7% | +0.4% | -34.1% | -36.8% |
| 6M | -2.4% | -41.5% | +39.1% | -0.5% |
| All | -2.4% | -39.0% | +36.6% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling