+1,290.2%
AAOI vs MTSI
+328.0%
+962.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | +0.5% |
| 7D | +2.9% | +4.8% | -1.9% | -2.0% |
| 30D | -23.1% | -9.2% | -13.9% | -14.5% |
| 3M | -41.0% | -23.1% | -17.9% | -22.3% |
| 6M | -14.3% | +23.5% | -37.8% | -29.9% |
| YTD | +196.3% | +59.1% | +137.2% | +87.6% |
| 1Y | +272.6% | +106.9% | +165.8% | +82.3% |
| 3Y | +775.3% | +243.2% | +532.2% | +218.7% |
| 5Y | +1,290.2% | +324.5% | +965.6% | +320.3% |
| All | +1,290.2% | +328.0% | +962.2% | +320.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling