-26.7%
ADSK vs MOS
-7.1%
-19.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.0% |
| 7D | -14.3% | +7.1% | -21.4% | -15.2% |
| 30D | -14.8% | +15.0% | -29.9% | -16.6% |
| 3M | -5.7% | +24.1% | -29.8% | -9.1% |
| 6M | -18.7% | +2.7% | -21.4% | -19.7% |
| YTD | -28.3% | +12.2% | -40.5% | -30.7% |
| 1Y | -35.1% | -16.3% | -18.8% | -33.8% |
| 3Y | -3.2% | -23.3% | +20.1% | -2.1% |
| 5Y | -26.7% | -4.2% | -22.5% | -34.8% |
| All | -26.7% | -7.1% | -19.6% | -34.8% |
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