+636.4%
ADI vs MSI
+593.5%
+42.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +2.6% | -4.0% | +6.6% | +4.7% |
| 30D | -4.6% | -0.5% | -4.2% | -4.6% |
| 3M | -9.5% | +11.4% | -20.9% | -15.1% |
| 6M | +14.8% | +1.0% | +13.9% | +12.6% |
| YTD | +35.8% | +20.7% | +15.2% | +20.5% |
| 1Y | +48.9% | -2.7% | +51.6% | +47.9% |
| 3Y | +115.6% | +68.2% | +47.4% | +56.2% |
| 5Y | +135.1% | +100.0% | +35.1% | +53.2% |
| 10Y | +636.4% | +596.9% | +39.6% | +192.4% |
| All | +636.4% | +593.5% | +42.9% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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