+319.9%
ADP vs MOS
-3.5%
+323.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.5% |
| 7D | +2.2% | -2.0% | +4.1% | +2.5% |
| 30D | +10.6% | +15.3% | -4.7% | +7.6% |
| 3M | +12.9% | +1.5% | +11.4% | +12.0% |
| 6M | +50.6% | -2.0% | +52.6% | +49.5% |
| YTD | +23.2% | -6.5% | +29.7% | +21.6% |
| 1Y | +25.3% | -11.1% | +36.3% | +24.6% |
| 3Y | +47.1% | -30.3% | +77.4% | +49.8% |
| 5Y | +50.1% | -33.5% | +83.6% | +47.7% |
| All | +319.9% | -3.5% | +323.4% | +228.2% |
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