+61,451.9%
APH vs MOS
+72.1%
+61,379.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.2% | -55.0% | -49.4% |
| 7D | -48.7% | +8.8% | -57.5% | -50.5% |
| 30D | -51.9% | +10.4% | -62.4% | -53.9% |
| 3M | -43.6% | +12.9% | -56.4% | -46.4% |
| 6M | -37.5% | +1.2% | -38.8% | -39.6% |
| YTD | -38.6% | +9.3% | -47.9% | -41.9% |
| 1Y | -26.3% | -18.0% | -8.4% | -25.8% |
| 3Y | +89.2% | -29.0% | +118.2% | +92.1% |
| 5Y | +119.8% | -9.6% | +129.4% | +100.4% |
| 10Y | +454.3% | +6.1% | +448.2% | +337.8% |
| All | +61,451.9% | +72.1% | +61,379.8% | +33,298.3% |
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