+78.7%
APO vs MOS
-33.6%
+112.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +5.8% | -2.0% | +7.7% | +6.2% |
| 30D | +8.9% | +15.3% | -6.4% | +5.5% |
| 3M | -13.6% | +1.5% | -15.1% | -14.4% |
| 6M | -5.4% | -2.0% | -3.4% | -6.2% |
| YTD | -13.6% | -6.5% | -7.1% | -15.4% |
| 1Y | -2.5% | -11.1% | +8.6% | -3.4% |
| 3Y | +50.9% | -30.3% | +81.1% | +53.5% |
| All | +78.7% | -33.6% | +112.4% | +66.8% |
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 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