+139.8%
ADI vs MAS
+46.7%
+93.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.9% | -6.1% |
| 7D | -5.1% | +14.2% | -19.3% | -11.7% |
| 30D | -3.1% | +26.8% | -29.9% | -15.0% |
| 3M | +7.1% | +13.1% | -6.0% | -0.4% |
| 6M | +2.9% | +27.9% | -25.0% | -11.7% |
| YTD | +51.1% | +38.7% | +12.5% | +22.0% |
| 1Y | +79.3% | +40.4% | +38.9% | +43.6% |
| 3Y | +153.5% | +66.1% | +87.4% | +79.4% |
| All | +139.8% | +46.7% | +93.0% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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