+141.2%
ADI vs MAS
+32.0%
+109.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | -3.8% | -5.6% | +1.8% | -1.0% |
| 3M | -15.3% | +4.4% | -19.7% | -18.2% |
| 6M | +6.7% | +7.2% | -0.5% | +0.7% |
| YTD | +34.8% | +16.1% | +18.7% | +20.5% |
| 1Y | +49.0% | +0.1% | +48.9% | +44.6% |
| 3Y | +108.1% | +28.3% | +79.8% | +71.6% |
| All | +141.2% | +32.0% | +109.2% | +96.7% |
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