+82.7%
APO vs MOS
-30.3%
+113.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.2% |
| 7D | +8.1% | +24.8% | -16.7% | +3.2% |
| 30D | +3.4% | +22.7% | -19.2% | -1.0% |
| 3M | -6.6% | -1.2% | -5.4% | -7.0% |
| 6M | -7.1% | +5.5% | -12.6% | -9.3% |
| YTD | -14.1% | -2.0% | -12.2% | -16.7% |
| 1Y | -4.7% | -7.9% | +3.2% | -6.2% |
| 3Y | +51.3% | -25.0% | +76.3% | +51.4% |
| 5Y | +82.7% | -27.7% | +110.5% | +65.1% |
| All | +82.7% | -30.3% | +113.0% | +65.1% |
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