+405.8%
AAOI vs MOS
+13.3%
+392.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.5% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | -23.1% | +10.9% | -34.0% | -26.1% |
| 3M | -41.0% | +29.2% | -70.3% | -46.9% |
| 6M | -14.3% | -2.3% | -12.0% | -15.2% |
| YTD | +196.3% | +8.3% | +188.0% | +181.6% |
| 1Y | +272.6% | -21.2% | +293.8% | +297.3% |
| 3Y | +775.3% | -25.9% | +801.3% | +834.0% |
| 5Y | +1,290.2% | -9.4% | +1,299.5% | +1,215.8% |
| All | +405.8% | +13.3% | +392.5% | +278.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling