+49.0%
ADI vs MOS
-17.5%
+66.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +0.4% | +9.5% | -9.1% | -0.9% |
| 30D | -3.8% | +10.4% | -14.2% | -5.2% |
| 3M | -15.3% | +12.9% | -28.1% | -17.1% |
| 6M | +6.7% | +1.2% | +5.4% | +4.6% |
| YTD | +34.8% | +9.3% | +25.5% | +29.8% |
| 1Y | +49.0% | -18.0% | +67.0% | +54.4% |
| All | +49.0% | -17.5% | +66.5% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling