-25.5%
APP vs MOS
-0.6%
-24.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +3.3% | +27.8% | +30.1% |
| 7D | +39.7% | +22.5% | +17.2% | +34.0% |
| 30D | +27.7% | +6.6% | +21.1% | +24.2% |
| 3M | -14.8% | -3.8% | -11.0% | -16.4% |
| 6M | -25.5% | -2.2% | -23.3% | -24.6% |
| All | -25.5% | -0.6% | -24.9% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling