+869.4%
APA vs MOS
+122.8%
+746.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -3.5% |
| 7D | -15.6% | +22.5% | -38.1% | -22.9% |
| 30D | -0.9% | +6.6% | -7.5% | -5.0% |
| 3M | +26.1% | -3.8% | +29.9% | +25.2% |
| 6M | +6.1% | -2.2% | +8.3% | +2.8% |
| YTD | +82.8% | -4.8% | +87.6% | +76.3% |
| 1Y | +106.5% | -11.7% | +118.2% | +103.9% |
| 3Y | +21.9% | -26.5% | +48.4% | +27.2% |
| 5Y | +69.7% | -32.2% | +101.9% | +81.7% |
| 10Y | 0.0% | +10.2% | -10.2% | -9.1% |
| All | +869.4% | +122.8% | +746.5% | +637.0% |
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