+252.3%
ADSK vs MOS
-1.8%
+254.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.7% | +5.5% | -9.2% | -4.9% |
| 30D | +11.3% | +21.0% | -9.6% | +6.5% |
| 3M | +3.3% | -0.5% | +3.8% | +2.6% |
| 6M | +10.1% | +6.6% | +3.5% | +6.8% |
| YTD | -12.2% | -2.8% | -9.4% | -14.3% |
| 1Y | -13.9% | -8.1% | -5.8% | -15.0% |
| 3Y | +23.5% | -25.6% | +49.1% | +24.7% |
| 5Y | -20.0% | -29.8% | +9.7% | -22.5% |
| 10Y | +252.3% | +0.6% | +251.7% | +178.4% |
| All | +252.3% | -1.8% | +254.1% | +178.4% |
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