+292.4%
AAOI vs MTSI
+107.6%
+184.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.1% |
| 7D | -0.2% | +2.2% | -2.4% | -2.7% |
| 30D | -23.7% | -11.5% | -12.2% | -12.5% |
| 3M | -39.0% | -26.6% | -12.4% | -16.0% |
| 6M | -17.0% | +23.5% | -40.6% | -33.9% |
| YTD | +202.2% | +60.5% | +141.7% | +89.2% |
| 1Y | +292.4% | +109.7% | +182.7% | +76.9% |
| All | +292.4% | +107.6% | +184.8% | +76.9% |
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