+3,906.2%
ADI vs MKSI
+2,229.0%
+1,677.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.1% |
| 7D | +2.6% | +6.6% | -4.0% | -0.4% |
| 30D | -4.6% | -8.2% | +3.6% | -1.1% |
| 3M | -9.5% | -16.4% | +6.9% | -4.1% |
| 6M | +14.8% | +23.0% | -8.1% | +0.8% |
| YTD | +35.8% | +68.2% | -32.4% | +1.7% |
| 1Y | +48.9% | +148.6% | -99.6% | -9.0% |
| 3Y | +115.6% | +196.0% | -80.4% | +13.6% |
| 5Y | +135.1% | +87.4% | +47.7% | +46.5% |
| 10Y | +636.4% | +523.8% | +112.6% | +144.2% |
| All | +3,906.2% | +2,229.0% | +1,677.2% | +569.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 all: compounded portfolio wealth divided by compounded MKSI 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…
all analysis · Full analysis span regression · 6 months rolling