+318.8%
ADP vs MOS
-1.8%
+320.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.9% | +5.5% | -4.5% | 0.0% |
| 30D | +11.9% | +21.0% | -9.1% | +8.0% |
| 3M | +13.7% | -0.5% | +14.2% | +13.2% |
| 6M | +46.8% | +6.6% | +40.2% | +43.5% |
| YTD | +21.8% | -2.8% | +24.5% | +19.4% |
| 1Y | +23.5% | -8.1% | +31.6% | +22.3% |
| 3Y | +44.1% | -25.6% | +69.7% | +45.0% |
| 5Y | +49.9% | -29.8% | +79.6% | +46.1% |
| 10Y | +318.8% | +0.6% | +318.2% | +225.5% |
| All | +318.8% | -1.8% | +320.6% | +225.5% |
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