-52.8%
ADBE vs MOS
-29.5%
-23.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -6.7% |
| 7D | -8.6% | +9.5% | -18.1% | -8.7% |
| 30D | +2.8% | +10.4% | -7.7% | +2.6% |
| 3M | +3.1% | +12.9% | -9.8% | +3.1% |
| 6M | -2.4% | +1.2% | -3.7% | -1.8% |
| YTD | -23.9% | +9.3% | -33.2% | -23.9% |
| 1Y | -22.6% | -18.0% | -4.6% | -21.6% |
| All | -52.8% | -29.5% | -23.4% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling