+128.2%
ADM vs MOS
-1.8%
+130.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.6% |
| 7D | +0.1% | +5.5% | -5.3% | -1.4% |
| 30D | -11.8% | +21.0% | -32.8% | -16.8% |
| 3M | -11.3% | -0.5% | -10.8% | -12.0% |
| 6M | -10.0% | +6.6% | -16.6% | -13.1% |
| YTD | +25.9% | -2.8% | +28.7% | +23.8% |
| 1Y | +26.7% | -8.1% | +34.7% | +26.3% |
| 3Y | +8.1% | -25.6% | +33.7% | +11.5% |
| 5Y | +23.5% | -29.8% | +53.3% | +26.0% |
| 10Y | +128.2% | +0.6% | +127.7% | +88.2% |
| All | +128.2% | -1.8% | +130.0% | +88.2% |
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