+158.7%
ADBE vs MOS
+8.6%
+150.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -6.9% |
| 7D | -8.6% | +9.5% | -18.1% | -9.8% |
| 30D | +2.8% | +10.4% | -7.7% | +1.3% |
| 3M | +3.1% | +12.9% | -9.8% | +0.9% |
| 6M | -2.4% | +1.2% | -3.7% | -3.5% |
| YTD | -23.9% | +9.3% | -33.2% | -25.8% |
| 1Y | -22.6% | -18.0% | -4.6% | -21.4% |
| 3Y | -52.7% | -29.0% | -23.7% | -51.8% |
| 5Y | -60.0% | -9.6% | -50.4% | -62.3% |
| All | +158.7% | +8.6% | +150.1% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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