+127.4%
ADI vs MOS
-26.6%
+154.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -12.8% | +21.6% | -34.4% | -17.0% |
| 30D | -11.3% | +12.0% | -23.3% | -13.9% |
| 3M | -3.4% | -3.9% | +0.5% | -3.1% |
| 6M | -12.0% | -3.3% | -8.7% | -12.3% |
| YTD | +35.3% | -4.6% | +39.9% | +32.2% |
| 1Y | +58.1% | -7.0% | +65.0% | +55.0% |
| 3Y | +127.4% | -24.4% | +151.8% | +129.3% |
| All | +127.4% | -26.6% | +154.0% | +129.3% |
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