+25.9%
ADM vs MOS
-31.6%
+57.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.5% |
| 7D | -7.5% | +22.5% | -30.0% | -13.2% |
| 30D | -14.3% | +6.6% | -20.9% | -16.3% |
| 3M | -8.6% | -3.8% | -4.8% | -8.2% |
| 6M | -9.9% | -2.2% | -7.7% | -10.7% |
| YTD | +25.1% | -4.8% | +29.9% | +23.8% |
| 1Y | +28.8% | -11.7% | +40.6% | +30.1% |
| 3Y | +6.9% | -26.5% | +33.4% | +10.7% |
| 5Y | +25.9% | -32.2% | +58.1% | +37.1% |
| All | +25.9% | -31.6% | +57.4% | +37.1% |
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