+11,912.1%
ADP vs MOS
+115.8%
+11,796.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +17.4% | -14.8% | -0.2% |
| 7D | +6.4% | +17.9% | -11.6% | +3.5% |
| 30D | +16.6% | +1.6% | +15.1% | +15.9% |
| 3M | +12.9% | -4.0% | +16.9% | +13.0% |
| 6M | +45.7% | -4.1% | +49.8% | +45.1% |
| YTD | +20.6% | -7.8% | +28.5% | +19.7% |
| 1Y | +20.5% | -15.6% | +36.1% | +21.1% |
| 3Y | +48.7% | -28.9% | +77.6% | +50.7% |
| 5Y | +50.0% | -36.8% | +86.8% | +50.6% |
| 10Y | +324.2% | +6.7% | +317.5% | +261.2% |
| All | +11,912.1% | +115.8% | +11,796.4% | +6,685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling