+500.0%
APP vs MOS
-24.0%
+524.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.8% |
| 7D | +71.2% | +21.6% | +49.6% | +64.4% |
| 30D | +39.1% | +12.0% | +27.1% | +35.7% |
| 3M | +16.5% | -3.9% | +20.4% | +17.0% |
| 6M | -16.6% | -3.3% | -13.2% | -16.8% |
| YTD | -41.9% | -4.6% | -37.3% | -42.5% |
| 1Y | -37.0% | -7.0% | -30.1% | -37.5% |
| 3Y | +892.4% | -24.4% | +916.9% | +905.7% |
| 5Y | +297.3% | -32.1% | +329.4% | +304.3% |
| All | +500.0% | -24.0% | +524.1% | +493.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling