+400.9%
AAOI vs MTSI
+1,300.5%
-899.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | 0.0% | -2.3% |
| 7D | -0.5% | +10.0% | -10.5% | -5.6% |
| 30D | -42.1% | -20.3% | -21.8% | -32.7% |
| 3M | -61.6% | -24.4% | -37.2% | -53.1% |
| 6M | -77.6% | -39.2% | -38.5% | -68.7% |
| YTD | +43.1% | +35.5% | +7.6% | +31.5% |
| 1Y | +138.6% | +43.0% | +95.6% | +114.8% |
| 3Y | +353.5% | +196.3% | +157.3% | +217.2% |
| 5Y | +720.6% | +210.0% | +510.5% | +455.9% |
| 10Y | +99.8% | +469.1% | -369.3% | -11.8% |
| All | +400.9% | +1,300.5% | -899.6% | +57.7% |
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