+10,816.5%
ADP vs MOS
+155.8%
+10,660.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -3.4% | +9.5% | -13.0% | -4.9% |
| 30D | +2.8% | +10.4% | -7.6% | +1.1% |
| 3M | +20.9% | +12.9% | +8.0% | +18.1% |
| 6M | +29.9% | +1.2% | +28.6% | +28.0% |
| YTD | +9.6% | +9.3% | +0.3% | +6.3% |
| 1Y | -5.3% | -18.0% | +12.7% | -4.0% |
| 3Y | +16.5% | -29.0% | +45.5% | +18.5% |
| 5Y | +49.4% | -9.6% | +59.0% | +41.7% |
| 10Y | +282.2% | +6.1% | +276.1% | +226.5% |
| All | +10,816.5% | +155.8% | +10,660.7% | +5,928.7% |
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