+883.4%
APH vs MOS
+8.6%
+874.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -5.9% | +21.6% | -27.5% | -10.4% |
| 30D | -14.8% | +12.0% | -26.8% | -17.5% |
| 3M | -12.4% | -3.9% | -8.5% | -12.6% |
| 6M | +8.1% | -3.3% | +11.4% | +7.3% |
| YTD | +10.9% | -4.6% | +15.6% | +9.1% |
| 1Y | +8.8% | -7.0% | +15.7% | +7.2% |
| 3Y | +262.1% | -24.4% | +286.5% | +264.5% |
| 5Y | +283.1% | -32.1% | +315.2% | +274.1% |
| All | +883.4% | +8.6% | +874.8% | +670.8% |
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