+640.7%
ADI vs MS
+544.7%
+96.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.5% |
| 7D | +13.4% | +3.7% | +9.7% | +11.1% |
| 30D | -1.3% | +2.0% | -3.3% | -2.1% |
| 3M | +6.8% | -12.6% | +19.3% | +15.5% |
| 6M | -1.9% | -0.3% | -1.6% | -1.9% |
| YTD | +52.3% | +9.0% | +43.3% | +43.4% |
| 1Y | +71.6% | +13.9% | +57.8% | +57.5% |
| 3Y | +148.9% | +173.6% | -24.7% | +36.4% |
| 5Y | +140.8% | +122.0% | +18.8% | +45.4% |
| All | +640.7% | +544.7% | +96.0% | +157.5% |
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