+140.7%
ADI vs MS
+125.1%
+15.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.0% |
| 7D | +0.7% | -1.7% | +2.4% | +2.2% |
| 30D | +0.7% | +0.9% | -0.2% | +0.4% |
| 3M | +6.5% | -10.8% | +17.3% | +14.3% |
| 6M | -2.7% | +0.9% | -3.6% | -3.4% |
| YTD | +52.2% | +9.8% | +42.4% | +41.8% |
| 1Y | +77.5% | +17.1% | +60.4% | +58.8% |
| 3Y | +148.8% | +175.7% | -26.9% | +28.9% |
| All | +140.7% | +125.1% | +15.6% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling