+1,570.8%
APO vs MOS
-62.3%
+1,633.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -5.4% |
| 7D | -1.1% | +22.5% | -23.6% | -6.7% |
| 30D | +1.1% | +6.6% | -5.5% | -1.1% |
| 3M | -9.2% | -3.8% | -5.4% | -9.1% |
| 6M | -9.2% | -2.2% | -7.0% | -10.3% |
| YTD | -18.0% | -4.8% | -13.2% | -20.1% |
| 1Y | -10.9% | -11.7% | +0.8% | -11.4% |
| 3Y | +44.4% | -26.5% | +71.0% | +46.5% |
| 5Y | +67.9% | -32.2% | +100.1% | +65.6% |
| 10Y | +876.2% | +10.2% | +866.0% | +609.8% |
| All | +1,570.8% | -62.3% | +1,633.1% | +1,465.2% |
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