+67.0%
APO vs MOS
-32.4%
+99.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +0.8% | +21.6% | -20.8% | -3.3% |
| 30D | +1.0% | +12.0% | -10.9% | -1.6% |
| 3M | -8.4% | -3.9% | -4.5% | -8.3% |
| 6M | -9.1% | -3.3% | -5.8% | -9.6% |
| YTD | -18.3% | -4.6% | -13.7% | -20.3% |
| 1Y | -8.0% | -7.0% | -1.0% | -9.9% |
| 3Y | +47.1% | -24.4% | +71.5% | +46.5% |
| All | +67.0% | -32.4% | +99.3% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling