-3.3%
MOS vs AAOX
-97.6%
+94.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.6% | -12.4% | +0.3% |
| 7D | +21.6% | -52.9% | +74.5% | +21.1% |
| 30D | +12.0% | -86.9% | +98.9% | +11.7% |
| 3M | -3.9% | -89.6% | +85.8% | -4.2% |
| 6M | -3.3% | -97.3% | +94.0% | -3.3% |
| All | -3.3% | -97.6% | +94.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling