+100.9%
AAOI vs MOS
-16.2%
+117.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +17.4% | -24.7% | -10.4% |
| 7D | -27.9% | +17.9% | -45.9% | -30.5% |
| 30D | -51.2% | +1.6% | -52.8% | -51.0% |
| 3M | -55.0% | -4.0% | -51.0% | -54.1% |
| 6M | -65.7% | -4.1% | -61.6% | -65.0% |
| YTD | +70.0% | -7.8% | +77.8% | +73.6% |
| 1Y | +100.9% | -15.6% | +116.5% | +108.6% |
| All | +100.9% | -16.2% | +117.1% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling