+21,661.6%
ADI vs MS
+5,088.7%
+16,572.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -12.8% | -1.6% | -11.3% | -12.2% |
| 30D | -11.3% | -3.8% | -7.6% | -9.9% |
| 3M | -3.4% | -14.6% | +11.2% | +2.7% |
| 6M | -12.0% | -5.1% | -7.0% | -10.3% |
| YTD | +35.3% | +4.5% | +30.7% | +32.4% |
| 1Y | +58.1% | +13.5% | +44.5% | +50.0% |
| 3Y | +127.4% | +160.4% | -33.1% | +57.7% |
| 5Y | +114.6% | +112.9% | +1.7% | +59.5% |
| 10Y | +589.3% | +633.4% | -44.1% | +218.6% |
| All | +21,661.6% | +5,088.7% | +16,572.8% | +2,682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling