+120.6%
ADM vs MOS
-4.2%
+124.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.6% | +1.3% |
| 7D | +0.7% | -2.6% | +3.3% | +1.4% |
| 30D | -14.7% | +13.5% | -28.2% | -18.1% |
| 3M | -10.4% | -2.9% | -7.5% | -10.5% |
| 6M | -10.9% | -1.0% | -10.0% | -12.2% |
| YTD | +26.0% | -7.2% | +33.2% | +25.5% |
| 1Y | +26.5% | -11.4% | +37.9% | +27.3% |
| 3Y | +8.2% | -29.0% | +37.2% | +13.0% |
| 5Y | +24.0% | -34.0% | +58.0% | +28.6% |
| All | +120.6% | -4.2% | +124.8% | +85.3% |
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 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