+15.2%
MOS vs AEE
+813.9%
-798.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +10.4% | -2.3% | +12.7% | +11.5% |
| 3M | +12.9% | +0.2% | +12.7% | +12.2% |
| 6M | +1.2% | -4.7% | +6.0% | +3.0% |
| YTD | +9.3% | +8.1% | +1.2% | +4.5% |
| 1Y | -18.0% | +8.5% | -26.5% | -22.0% |
| 3Y | -29.0% | +48.9% | -77.9% | -43.4% |
| 5Y | -9.6% | +39.9% | -49.5% | -26.6% |
| 10Y | +6.1% | +186.5% | -180.5% | -46.6% |
| All | +15.2% | +813.9% | -798.7% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling