+126.6%
ADM vs MOS
-3.5%
+130.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +4.2% | -2.0% | +6.2% | +4.7% |
| 30D | -12.8% | +15.3% | -28.1% | -16.7% |
| 3M | -8.5% | +1.5% | -10.0% | -9.7% |
| 6M | -10.9% | -2.0% | -8.9% | -11.9% |
| YTD | +29.4% | -6.5% | +35.9% | +28.6% |
| 1Y | +27.5% | -11.1% | +38.6% | +28.3% |
| 3Y | +10.3% | -30.3% | +40.6% | +15.8% |
| 5Y | +27.4% | -33.5% | +60.9% | +31.9% |
| All | +126.6% | -3.5% | +130.1% | +89.9% |
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