-2.5%
APO vs MOS
-11.3%
+8.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +5.8% | -2.0% | +7.7% | +5.8% |
| 30D | +8.9% | +15.3% | -6.4% | +8.3% |
| 3M | -13.6% | +1.5% | -15.1% | -14.4% |
| 6M | -5.4% | -2.0% | -3.4% | -6.6% |
| YTD | -13.6% | -6.5% | -7.1% | -18.3% |
| 1Y | -2.5% | -11.1% | +8.6% | -6.9% |
| All | -2.5% | -11.3% | +8.9% | -6.9% |
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 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