+1,573.2%
ADM vs MOS
+122.8%
+1,450.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.3% |
| 7D | -7.5% | +22.5% | -30.0% | -12.2% |
| 30D | -14.3% | +6.6% | -20.9% | -16.0% |
| 3M | -8.6% | -3.8% | -4.8% | -8.4% |
| 6M | -9.9% | -2.2% | -7.7% | -10.6% |
| YTD | +25.1% | -4.8% | +29.9% | +24.0% |
| 1Y | +28.8% | -11.7% | +40.6% | +29.7% |
| 3Y | +6.9% | -26.5% | +33.4% | +10.1% |
| 5Y | +25.9% | -32.2% | +58.1% | +29.0% |
| 10Y | +101.7% | +10.2% | +91.5% | +68.7% |
| All | +1,573.2% | +122.8% | +1,450.3% | +966.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling