+957.8%
AAOI vs MTZ
+669.1%
+288.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | -0.1% |
| 7D | -0.2% | +1.4% | -1.5% | -0.9% |
| 30D | -23.7% | -14.5% | -9.2% | -15.2% |
| 3M | -39.0% | -32.9% | -6.1% | -21.3% |
| 6M | -17.0% | -20.8% | +3.8% | -1.3% |
| YTD | +202.2% | +10.6% | +191.6% | +205.0% |
| 1Y | +292.4% | +27.1% | +265.3% | +277.5% |
| 3Y | +804.4% | +166.1% | +638.2% | +563.1% |
| 5Y | +1,318.0% | +170.7% | +1,147.4% | +835.5% |
| 10Y | +436.7% | +752.2% | -315.5% | +86.4% |
| All | +957.8% | +669.1% | +288.8% | +307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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