-36.5%
ADSK vs MOS
-17.6%
-18.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.7% |
| 7D | -14.5% | +1.7% | -16.2% | -14.5% |
| 30D | -19.3% | +11.7% | -31.0% | -19.1% |
| 3M | -7.8% | +23.2% | -31.0% | -7.1% |
| 6M | -20.8% | -1.6% | -19.1% | -19.7% |
| YTD | -30.2% | +10.8% | -41.0% | -30.0% |
| 1Y | -36.5% | -16.2% | -20.2% | -32.9% |
| All | -36.5% | -17.6% | -18.8% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling