+129.2%
ADBE vs MOS
-1.8%
+131.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -4.4% | +5.5% | -9.8% | -5.1% |
| 30D | -0.2% | +21.0% | -21.2% | -3.0% |
| 3M | -9.9% | -0.5% | -9.4% | -10.3% |
| 6M | -3.5% | +6.6% | -10.1% | -5.4% |
| YTD | -32.1% | -2.8% | -29.3% | -33.1% |
| 1Y | -28.7% | -8.1% | -20.6% | -29.2% |
| 3Y | -60.2% | -25.6% | -34.6% | -60.0% |
| 5Y | -63.1% | -29.8% | -33.3% | -63.8% |
| 10Y | +129.2% | +0.6% | +128.6% | +96.9% |
| All | +129.2% | -1.8% | +131.0% | +96.9% |
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