+253.9%
ADSK vs MOS
+3.2%
+250.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +3.1% | +24.8% | -21.7% | -1.9% |
| 30D | +10.5% | +22.7% | -12.2% | +5.4% |
| 3M | +1.6% | -1.2% | +2.8% | +1.0% |
| 6M | +6.4% | +5.5% | +0.8% | +3.4% |
| YTD | -12.1% | -2.0% | -10.2% | -14.4% |
| 1Y | -12.9% | -7.9% | -5.0% | -14.1% |
| 3Y | +23.5% | -25.0% | +48.5% | +24.5% |
| 5Y | -18.9% | -27.7% | +8.9% | -21.9% |
| 10Y | +253.9% | -1.6% | +255.5% | +182.5% |
| All | +253.9% | +3.2% | +250.7% | +182.5% |
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