+1,059.7%
APH vs MOS
+5.8%
+1,053.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +5.0% | +9.5% | -4.6% | +2.8% |
| 30D | -3.9% | +10.4% | -14.3% | -6.1% |
| 3M | +13.0% | +12.9% | +0.1% | +9.2% |
| 6M | +25.2% | +1.2% | +23.9% | +23.0% |
| YTD | +22.9% | +9.3% | +13.6% | +18.3% |
| 1Y | +47.8% | -18.0% | +65.8% | +51.2% |
| 3Y | +283.0% | -29.0% | +312.0% | +294.8% |
| 5Y | +349.7% | -9.6% | +359.2% | +310.7% |
| All | +1,059.7% | +5.8% | +1,053.9% | +793.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling