+848.7%
APA vs MOS
+155.8%
+692.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.7% |
| 7D | +0.5% | +9.5% | -9.0% | -2.9% |
| 30D | +23.4% | +10.4% | +13.0% | +18.5% |
| 3M | +12.7% | +12.9% | -0.2% | +5.8% |
| 6M | +39.4% | +1.2% | +38.2% | +33.8% |
| YTD | +79.0% | +9.3% | +69.6% | +66.8% |
| 1Y | +88.8% | -18.0% | +106.8% | +95.5% |
| 3Y | +6.4% | -29.0% | +35.4% | +14.2% |
| 5Y | +153.0% | -9.6% | +162.6% | +147.6% |
| 10Y | +7.5% | +6.1% | +1.5% | -0.6% |
| All | +848.7% | +155.8% | +692.9% | +597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling