+606.7%
ADI vs MS
+810.5%
-203.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.5% |
| 7D | +0.4% | +1.4% | -0.9% | -0.4% |
| 30D | -3.8% | -0.3% | -3.5% | -3.8% |
| 3M | -15.3% | +0.3% | -15.6% | -15.4% |
| 6M | +6.7% | +31.3% | -24.6% | -9.1% |
| YTD | +34.8% | +24.7% | +10.1% | +17.4% |
| 1Y | +49.0% | +47.9% | +1.1% | +17.4% |
| 3Y | +108.1% | +178.3% | -70.3% | +12.9% |
| 5Y | +142.4% | +144.9% | -2.5% | +38.6% |
| All | +606.7% | +810.5% | -203.8% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling