+209.1%
ADSK vs MOS
+12.0%
+197.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -14.5% | +1.7% | -16.2% | -14.9% |
| 30D | -19.3% | +11.7% | -31.0% | -21.4% |
| 3M | -7.8% | +23.2% | -31.0% | -12.8% |
| 6M | -20.8% | -1.6% | -19.1% | -21.8% |
| YTD | -30.2% | +10.8% | -41.0% | -33.5% |
| 1Y | -36.5% | -16.2% | -20.2% | -35.5% |
| 3Y | -5.7% | -24.2% | +18.5% | -4.5% |
| 5Y | -28.2% | -6.6% | -21.5% | -35.1% |
| 10Y | +209.1% | +16.3% | +192.8% | +141.1% |
| All | +209.1% | +12.0% | +197.2% | +141.1% |
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