-24.5%
MOS vs APD
+13.4%
-37.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +4.2% |
| 7D | +22.5% | -0.7% | +23.2% | +22.8% |
| 30D | +6.6% | +10.1% | -3.5% | +3.5% |
| 3M | -3.8% | +4.9% | -8.7% | -5.3% |
| 6M | -2.2% | +2.5% | -4.7% | -3.0% |
| YTD | -4.8% | +27.8% | -32.6% | -12.0% |
| 1Y | -11.7% | +32.9% | -44.6% | -19.9% |
| All | -24.5% | +13.4% | -37.9% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling