+712.7%
AAOI vs MSTU
-87.2%
+799.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.0% |
| 7D | +4.7% | +12.9% | -8.2% | -0.2% |
| 30D | -18.7% | +68.3% | -87.1% | -31.8% |
| 3M | -33.7% | +0.4% | -34.1% | -38.5% |
| 6M | -2.4% | -41.5% | +39.1% | -2.3% |
| YTD | +209.6% | -61.7% | +271.3% | +216.5% |
| 1Y | +355.0% | -93.7% | +448.7% | +609.0% |
| All | +712.7% | -87.2% | +799.9% | +1,024.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling