+959.5%
AAOI vs MTSI
+1,523.1%
-563.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.7% | +3.1% |
| 7D | -0.7% | +1.4% | -2.0% | -1.4% |
| 30D | -17.9% | +2.1% | -20.0% | -18.8% |
| 3M | -48.0% | -29.7% | -18.3% | -34.5% |
| 6M | +5.8% | +12.5% | -6.7% | +3.4% |
| YTD | +202.7% | +57.0% | +145.7% | +148.2% |
| 1Y | +352.5% | +103.9% | +248.6% | +226.9% |
| 3Y | +657.0% | +223.6% | +433.5% | +384.3% |
| 5Y | +1,267.0% | +321.6% | +945.4% | +678.7% |
| 10Y | +502.7% | +517.7% | -15.0% | +144.1% |
| All | +959.5% | +1,523.1% | -563.6% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling