+826.4%
AAOI vs MTSI
+257.2%
+569.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.4% | -8.0% |
| 7D | +4.7% | +11.1% | -6.4% | -7.6% |
| 30D | -18.7% | -3.7% | -15.1% | -14.4% |
| 3M | -33.7% | -20.2% | -13.5% | -13.6% |
| 6M | -2.4% | +30.8% | -33.2% | -30.9% |
| YTD | +209.6% | +67.0% | +142.6% | +60.2% |
| 1Y | +355.0% | +120.4% | +234.6% | +64.9% |
| All | +826.4% | +257.2% | +569.2% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling