+1,969.2%
AEHR vs MOS
-4.2%
+1,973.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.6% | -2.6% | -5.7% |
| 7D | +24.2% | -2.6% | +26.7% | +25.4% |
| 30D | -21.2% | +13.5% | -34.7% | -25.6% |
| 3M | -52.8% | -2.9% | -49.9% | -53.2% |
| 6M | -36.9% | -1.0% | -35.9% | -38.1% |
| YTD | +202.3% | -7.2% | +209.5% | +199.9% |
| 1Y | +162.9% | -11.4% | +174.3% | +164.3% |
| 3Y | +149.1% | -29.0% | +178.1% | +164.6% |
| 5Y | +146.2% | -34.0% | +180.2% | +166.8% |
| All | +1,969.2% | -4.2% | +1,973.3% | +1,700.5% |
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