+1,298.1%
AAOI vs MOS
-4.4%
+1,302.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +4.7% | +1.7% | +3.0% | +4.1% |
| 30D | -18.7% | +11.7% | -30.4% | -22.3% |
| 3M | -33.7% | +23.2% | -56.9% | -39.9% |
| 6M | -2.4% | -1.6% | -0.8% | -3.8% |
| YTD | +209.6% | +10.8% | +198.8% | +190.0% |
| 1Y | +355.0% | -16.2% | +371.2% | +378.0% |
| 3Y | +814.7% | -24.2% | +838.9% | +853.5% |
| 5Y | +1,298.1% | -6.6% | +1,304.7% | +1,162.2% |
| All | +1,298.1% | -4.4% | +1,302.5% | +1,162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling