-18.9%
ADSK vs MOS
-30.3%
+11.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +3.1% | +24.8% | -21.7% | -0.2% |
| 30D | +10.5% | +22.7% | -12.2% | +7.1% |
| 3M | +1.6% | -1.2% | +2.8% | +1.2% |
| 6M | +6.4% | +5.5% | +0.8% | +4.4% |
| YTD | -12.1% | -2.0% | -10.2% | -13.8% |
| 1Y | -12.9% | -7.9% | -5.0% | -13.7% |
| 3Y | +23.5% | -25.0% | +48.5% | +24.3% |
| 5Y | -18.9% | -27.7% | +8.9% | -27.4% |
| All | -18.9% | -30.3% | +11.4% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling