+26.3%
ADM vs MOS
-32.4%
+58.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -9.0% | +21.6% | -30.6% | -14.4% |
| 30D | -14.0% | +12.0% | -25.9% | -17.2% |
| 3M | -9.2% | -3.9% | -5.3% | -8.8% |
| 6M | -9.2% | -3.3% | -5.8% | -9.7% |
| YTD | +24.2% | -4.6% | +28.9% | +22.8% |
| 1Y | +27.0% | -7.0% | +33.9% | +26.1% |
| 3Y | +6.6% | -24.4% | +31.0% | +9.5% |
| All | +26.3% | -32.4% | +58.7% | +37.9% |
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 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