+111.1%
MOS vs APD
+6,478.8%
-6,367.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.9% | +15.5% | +16.3% |
| 7D | +17.9% | +3.8% | +14.1% | +15.5% |
| 30D | +1.6% | +14.1% | -12.6% | -6.0% |
| 3M | -4.0% | +8.2% | -12.2% | -8.4% |
| 6M | -4.1% | +7.5% | -11.7% | -8.9% |
| YTD | -7.8% | +31.7% | -39.5% | -22.7% |
| 1Y | -15.6% | +35.1% | -50.7% | -31.0% |
| 3Y | -28.9% | +16.8% | -45.7% | -39.2% |
| 5Y | -36.8% | +19.4% | -56.2% | -48.3% |
| 10Y | +6.7% | +203.5% | -196.8% | -51.6% |
| All | +111.1% | +6,478.8% | -6,367.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling