+23.7%
ADP vs MOS
-7.8%
+31.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +1.1% |
| 7D | +3.2% | +24.8% | -21.6% | +3.7% |
| 30D | +12.8% | +22.7% | -9.9% | +13.4% |
| 3M | +12.3% | -1.2% | +13.5% | +11.7% |
| 6M | +45.4% | +5.5% | +39.9% | +45.3% |
| YTD | +21.4% | -2.0% | +23.4% | +17.3% |
| 1Y | +23.7% | -7.9% | +31.7% | +20.3% |
| All | +23.7% | -7.8% | +31.5% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling