+107.2%
APA vs MOS
-16.2%
+123.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +17.4% | -24.2% | -7.0% |
| 7D | -13.0% | +17.9% | -30.9% | -13.1% |
| 30D | +2.0% | +1.6% | +0.4% | +3.0% |
| 3M | +24.9% | -4.0% | +28.9% | +26.9% |
| 6M | +7.2% | -4.1% | +11.3% | +9.1% |
| YTD | +87.1% | -7.8% | +94.9% | +89.7% |
| 1Y | +107.2% | -15.6% | +122.7% | +111.3% |
| All | +107.2% | -16.2% | +123.4% | +111.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling