+64.2%
ADM vs MOS
-8.7%
+72.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +3.8% | +9.5% | -5.8% | +1.0% |
| 30D | +9.8% | +10.4% | -0.7% | +6.4% |
| 3M | +2.1% | +12.9% | -10.8% | -2.3% |
| 6M | +27.5% | +1.2% | +26.3% | +25.1% |
| YTD | +50.2% | +9.3% | +40.9% | +43.5% |
| 1Y | +40.6% | -18.0% | +58.6% | +45.9% |
| 3Y | +17.2% | -29.0% | +46.3% | +23.8% |
| All | +64.2% | -8.7% | +72.9% | +58.1% |
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