+94.2%
APA vs MOS
-11.3%
+105.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -15.5% | +21.6% | -37.1% | -16.0% |
| 30D | +2.4% | +12.0% | -9.6% | +2.6% |
| 3M | +22.8% | -3.9% | +26.7% | +25.1% |
| 6M | +17.9% | -3.3% | +21.3% | +20.8% |
| YTD | +87.7% | -4.6% | +92.3% | +85.3% |
| 1Y | +94.2% | -7.0% | +101.2% | +95.2% |
| All | +94.2% | -11.3% | +105.5% | +95.2% |
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