+47.7%
ADI vs MS
+49.1%
-1.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.6% |
| 7D | +2.4% | +2.5% | 0.0% | +1.2% |
| 30D | -6.6% | 0.0% | -6.5% | -6.6% |
| 3M | -9.8% | +2.4% | -12.2% | -10.8% |
| 6M | +15.7% | +36.4% | -20.7% | +0.2% |
| YTD | +35.1% | +23.8% | +11.3% | +20.1% |
| 1Y | +47.7% | +48.6% | -0.9% | +19.8% |
| All | +47.7% | +49.1% | -1.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling