-28.3%
MOS vs AEE
+49.1%
-77.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +9.5% | +0.3% | +9.2% | +9.5% |
| 30D | +10.4% | -2.3% | +12.7% | +10.8% |
| 3M | +12.9% | +0.2% | +12.7% | +12.6% |
| 6M | +1.2% | -4.7% | +6.0% | +2.1% |
| YTD | +9.3% | +8.1% | +1.2% | +7.1% |
| 1Y | -18.0% | +8.5% | -26.5% | -19.8% |
| All | -28.3% | +49.1% | -77.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling