+579.4%
ADI vs MS
+616.2%
-36.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | -12.8% | -1.6% | -11.3% | -12.0% |
| 30D | -11.3% | -3.8% | -7.6% | -9.3% |
| 3M | -3.4% | -14.6% | +11.2% | +5.8% |
| 6M | -12.0% | -5.1% | -7.0% | -9.6% |
| YTD | +35.3% | +4.5% | +30.7% | +30.4% |
| 1Y | +58.1% | +13.5% | +44.5% | +45.3% |
| 3Y | +127.4% | +160.4% | -33.1% | +28.7% |
| 5Y | +114.6% | +112.9% | +1.7% | +33.2% |
| All | +579.4% | +616.2% | -36.8% | +153.4% |
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