+16.4%
APH vs MOS
-16.2%
+32.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +17.4% | -23.5% | -6.3% |
| 7D | -2.4% | +17.9% | -20.4% | -2.7% |
| 30D | -9.5% | +1.6% | -11.0% | -9.0% |
| 3M | -7.6% | -4.0% | -3.6% | -6.8% |
| 6M | +12.4% | -4.1% | +16.5% | +13.0% |
| YTD | +17.5% | -7.8% | +25.3% | +19.9% |
| 1Y | +16.4% | -15.6% | +32.0% | +18.7% |
| All | +16.4% | -16.2% | +32.6% | +18.7% |
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