-0.9%
APA vs MOS
+6.2%
-7.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.2% |
| 7D | -8.7% | +19.7% | -28.4% | -19.6% |
| 30D | -2.4% | +21.5% | -23.9% | -15.3% |
| 3M | +19.0% | -0.4% | +19.4% | +15.1% |
| 6M | +26.8% | +4.5% | +22.3% | +15.2% |
| YTD | +87.3% | -2.9% | +90.2% | +72.3% |
| 1Y | +92.3% | -7.7% | +100.0% | +81.6% |
| 3Y | +37.3% | -25.6% | +62.9% | +41.5% |
| 5Y | +73.2% | -31.2% | +104.4% | +74.9% |
| 10Y | -0.9% | +2.8% | -3.7% | -34.5% |
| All | -0.9% | +6.2% | -7.0% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling