+2.8%
MOS vs APD
+192.6%
-189.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.7% |
| 7D | +19.7% | -1.6% | +21.2% | +20.7% |
| 30D | +21.5% | +10.6% | +10.9% | +15.1% |
| 3M | -0.4% | +2.5% | -2.9% | -1.8% |
| 6M | +4.5% | +6.0% | -1.4% | +0.6% |
| YTD | -2.9% | +28.4% | -31.3% | -16.2% |
| 1Y | -7.7% | +22.2% | -29.9% | -18.5% |
| 3Y | -25.6% | +26.6% | -52.2% | -38.3% |
| 5Y | -31.2% | +11.8% | -42.9% | -40.0% |
| 10Y | +2.8% | +187.8% | -185.0% | -58.2% |
| All | +2.8% | +192.6% | -189.7% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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