+677.8%
AAOI vs MSTZ
-99.1%
+776.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.6% | -10.9% | -2.9% |
| 7D | +2.9% | +24.8% | -21.9% | +8.1% |
| 30D | -23.1% | -59.2% | +36.1% | -35.0% |
| 3M | -41.0% | -56.9% | +15.8% | -45.8% |
| 6M | -14.3% | -57.6% | +43.3% | -16.6% |
| YTD | +196.3% | -73.6% | +269.9% | +189.1% |
| 1Y | +272.6% | -15.6% | +288.2% | +427.6% |
| All | +677.8% | -99.1% | +776.9% | +827.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling