+391.7%
APP vs MOS
-12.9%
+404.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.9% |
| 7D | +0.9% | +9.5% | -8.7% | -1.0% |
| 30D | -23.3% | +10.4% | -33.7% | -24.9% |
| 3M | -42.6% | +12.9% | -55.5% | -44.3% |
| 6M | -33.6% | +1.2% | -34.8% | -34.6% |
| YTD | -52.4% | +9.3% | -61.7% | -54.0% |
| 1Y | -35.9% | -18.0% | -17.9% | -34.1% |
| 3Y | +642.2% | -29.0% | +671.2% | +664.0% |
| 5Y | +311.1% | -9.6% | +320.7% | +305.2% |
| All | +391.7% | -12.9% | +404.6% | +374.8% |
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 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