-14.3%
AAOI vs MSTZ
-55.3%
+41.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.6% | -10.9% | -3.2% |
| 7D | +2.9% | +24.8% | -21.9% | +6.8% |
| 30D | -23.1% | -59.2% | +36.1% | -33.5% |
| 3M | -41.0% | -56.9% | +15.8% | -44.4% |
| 6M | -14.3% | -57.6% | +43.3% | -12.2% |
| All | -14.3% | -55.3% | +41.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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