+844.5%
APH vs MOS
+8.5%
+836.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -10.0% |
| 7D | -12.7% | +22.5% | -35.2% | -17.0% |
| 30D | -19.2% | +6.6% | -25.8% | -20.8% |
| 3M | -16.7% | -3.8% | -12.9% | -16.8% |
| 6M | +5.1% | -2.2% | +7.3% | +4.1% |
| YTD | +6.6% | -4.8% | +11.3% | +4.8% |
| 1Y | +3.9% | -11.7% | +15.6% | +3.6% |
| 3Y | +246.0% | -26.5% | +272.5% | +250.7% |
| 5Y | +268.0% | -32.2% | +300.2% | +259.4% |
| All | +844.5% | +8.5% | +836.0% | +640.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling