+400.9%
AAOI vs MOS
-35.4%
+436.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.9% |
| 7D | -0.5% | -2.0% | +1.5% | +0.2% |
| 30D | -42.1% | +15.3% | -57.4% | -45.9% |
| 3M | -61.6% | +1.5% | -63.1% | -62.7% |
| 6M | -77.6% | -2.0% | -75.7% | -78.3% |
| YTD | +43.1% | -6.5% | +49.6% | +40.7% |
| 1Y | +138.6% | -11.1% | +149.7% | +138.2% |
| 3Y | +353.5% | -30.3% | +383.8% | +390.2% |
| 5Y | +720.6% | -33.5% | +754.1% | +749.8% |
| 10Y | +99.8% | -3.3% | +103.1% | +57.9% |
| All | +400.9% | -35.4% | +436.3% | +405.1% |
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