+263.2%
AEHR vs MOS
-5.4%
+268.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.8% | +8.9% |
| 7D | -2.4% | +21.6% | -24.0% | -7.7% |
| 30D | -40.1% | +12.0% | -52.0% | -42.2% |
| 3M | -46.3% | -3.9% | -42.4% | -46.6% |
| 6M | -44.6% | -3.3% | -41.3% | -45.1% |
| YTD | +165.3% | -4.6% | +170.0% | +162.7% |
| 1Y | +126.1% | -7.0% | +133.1% | +124.9% |
| 3Y | +132.2% | -24.4% | +156.6% | +139.6% |
| 5Y | +108.3% | -32.1% | +140.4% | +119.4% |
| 10Y | +1,538.2% | +10.3% | +1,527.9% | +1,348.8% |
| All | +263.2% | -5.4% | +268.6% | +234.1% |
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