+7.6%
MOS vs APD
+185.9%
-178.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | +21.6% | -3.7% | +25.3% | +24.1% |
| 30D | +12.0% | +9.6% | +2.4% | +6.5% |
| 3M | -3.9% | +1.6% | -5.5% | -4.8% |
| 6M | -3.3% | +2.2% | -5.5% | -5.1% |
| YTD | -4.6% | +25.9% | -30.5% | -16.8% |
| 1Y | -7.0% | +20.1% | -27.1% | -17.1% |
| 3Y | -24.4% | +12.4% | -36.8% | -33.0% |
| 5Y | -32.1% | +11.1% | -43.2% | -40.8% |
| All | +7.6% | +185.9% | -178.3% | -54.9% |
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