+95.5%
APA vs MOS
-7.3%
+102.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.6% |
| 7D | +5.1% | +5.5% | -0.4% | +4.9% |
| 30D | +0.3% | +21.0% | -20.7% | -0.1% |
| 3M | +15.6% | -0.5% | +16.1% | +17.6% |
| 6M | +28.9% | +6.6% | +22.3% | +29.3% |
| YTD | +96.6% | -2.8% | +99.3% | +93.9% |
| 1Y | +95.5% | -8.1% | +103.6% | +97.9% |
| All | +95.5% | -7.3% | +102.8% | +97.9% |
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