+316.1%
ADP vs MOS
+3.2%
+312.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +1.0% |
| 7D | +3.2% | +24.8% | -21.6% | -0.8% |
| 30D | +12.8% | +22.7% | -9.9% | +8.6% |
| 3M | +12.3% | -1.2% | +13.5% | +11.9% |
| 6M | +45.4% | +5.5% | +39.9% | +42.5% |
| YTD | +21.4% | -2.0% | +23.4% | +18.9% |
| 1Y | +23.7% | -7.9% | +31.7% | +22.5% |
| 3Y | +43.6% | -25.0% | +68.6% | +44.3% |
| 5Y | +48.7% | -27.7% | +76.4% | +44.1% |
| 10Y | +316.1% | -1.6% | +317.6% | +223.1% |
| All | +316.1% | +3.2% | +312.9% | +223.1% |
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 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