-0.6%
ADSK vs MOS
-23.8%
+23.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.4% | -9.7% | -8.4% |
| 7D | -16.4% | +9.5% | -25.9% | -17.2% |
| 30D | -9.2% | +10.4% | -19.6% | -10.2% |
| 3M | -6.7% | +12.9% | -19.6% | -7.9% |
| 6M | -15.5% | +1.2% | -16.7% | -15.9% |
| YTD | -26.4% | +9.3% | -35.7% | -28.0% |
| 1Y | -31.9% | -18.0% | -13.9% | -29.9% |
| All | -0.6% | -23.8% | +23.2% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling