-33.6%
APP vs MO
+3.6%
-37.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +1.9% |
| 7D | +0.9% | +0.3% | +0.5% | +1.0% |
| 30D | -23.3% | +0.6% | -23.9% | -23.4% |
| 3M | -42.6% | -1.0% | -41.7% | -42.2% |
| 6M | -33.6% | +4.3% | -38.0% | -29.2% |
| All | -33.6% | +3.6% | -37.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 6mo: compounded portfolio wealth divided by compounded MO 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…
6mo analysis · Full analysis span regression · 6 months rolling