+959.5%
AAOI vs MOS
-24.4%
+984.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.6% |
| 7D | -0.7% | +9.5% | -10.2% | -3.9% |
| 30D | -17.9% | +10.4% | -28.3% | -21.1% |
| 3M | -48.0% | +12.9% | -60.9% | -50.9% |
| 6M | +5.8% | +1.2% | +4.6% | +3.3% |
| YTD | +202.7% | +9.3% | +193.4% | +186.6% |
| 1Y | +352.5% | -18.0% | +370.5% | +375.7% |
| 3Y | +657.0% | -29.0% | +686.1% | +719.3% |
| 5Y | +1,267.0% | -9.6% | +1,276.6% | +1,193.6% |
| 10Y | +502.7% | +6.1% | +496.6% | +366.9% |
| All | +959.5% | -24.4% | +984.0% | +928.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling