+34.3%
MSI vs AAOX
-97.9%
+132.1%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.8% | +11.0% | 0.0% |
| 7D | +3.2% | -3.4% | +6.6% | +3.3% |
| 30D | +17.6% | -72.8% | +90.4% | +16.3% |
| 3M | +14.5% | -90.7% | +105.2% | +12.6% |
| 6M | +34.3% | -98.2% | +132.4% | +33.9% |
| All | +34.3% | -97.9% | +132.1% | +33.9% |
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