-6.3%
MOS vs APD
+191.9%
-198.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.0% | +3.8% | -5.8% | -3.9% |
| 30D | +15.3% | +8.2% | +7.1% | +10.5% |
| 3M | +1.5% | +4.3% | -2.8% | -0.8% |
| 6M | -2.0% | +4.7% | -6.7% | -5.0% |
| YTD | -6.5% | +31.5% | -38.1% | -20.3% |
| 1Y | -11.1% | +23.5% | -34.6% | -21.8% |
| 3Y | -30.3% | +29.1% | -59.4% | -42.6% |
| 5Y | -33.5% | +15.9% | -49.4% | -43.3% |
| All | -6.3% | +191.9% | -198.2% | -61.5% |
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