+142.9%
ADI vs MOS
-29.3%
+172.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +0.7% | +5.5% | -4.8% | -0.5% |
| 30D | +0.7% | +21.0% | -20.3% | -3.7% |
| 3M | +6.5% | -0.5% | +7.0% | +5.8% |
| 6M | -2.7% | +6.6% | -9.3% | -5.2% |
| YTD | +52.2% | -2.8% | +55.0% | +49.2% |
| 1Y | +77.5% | -8.1% | +85.5% | +75.9% |
| 3Y | +148.8% | -25.6% | +174.4% | +152.0% |
| 5Y | +142.9% | -29.8% | +172.6% | +134.3% |
| All | +142.9% | -29.3% | +172.2% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling