+100.9%
AAOI vs MTSI
+59.5%
+41.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.3% |
| 7D | -27.9% | -10.7% | -17.3% | -18.9% |
| 30D | -51.2% | -29.0% | -22.3% | -30.7% |
| 3M | -55.0% | -14.7% | -40.3% | -46.9% |
| 6M | -65.7% | -20.1% | -45.7% | -56.8% |
| YTD | +70.0% | +36.1% | +33.9% | +49.0% |
| 1Y | +100.9% | +61.7% | +39.2% | +68.4% |
| All | +100.9% | +59.5% | +41.4% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling