+446.2%
APP vs MOS
-24.1%
+470.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +3.3% | +27.8% | +30.3% |
| 7D | +39.7% | +22.5% | +17.2% | +33.9% |
| 30D | +27.7% | +6.6% | +21.1% | +25.8% |
| 3M | -14.8% | -3.8% | -11.0% | -14.5% |
| 6M | -25.5% | -2.2% | -23.3% | -25.9% |
| YTD | -47.2% | -4.8% | -42.4% | -47.6% |
| 1Y | -42.3% | -11.7% | -30.6% | -42.0% |
| 3Y | +806.8% | -26.5% | +833.3% | +824.3% |
| 5Y | +261.6% | -32.2% | +293.8% | +268.1% |
| All | +446.2% | -24.1% | +470.3% | +440.5% |
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