+49.6%
ADP vs MOS
-31.6%
+81.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.8% |
| 7D | +7.4% | +22.5% | -15.1% | +4.9% |
| 30D | +17.1% | +6.6% | +10.4% | +16.0% |
| 3M | +14.4% | -3.8% | +18.3% | +14.5% |
| 6M | +47.9% | -2.2% | +50.1% | +47.2% |
| YTD | +22.1% | -4.8% | +26.9% | +20.5% |
| 1Y | +21.8% | -11.7% | +33.5% | +21.5% |
| 3Y | +50.5% | -26.5% | +77.0% | +51.3% |
| 5Y | +49.6% | -32.2% | +81.8% | +41.9% |
| All | +49.6% | -31.6% | +81.1% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling