+141.2%
ADI vs MSI
+100.4%
+40.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.8% |
| 7D | +2.4% | -5.8% | +8.2% | +5.4% |
| 30D | -6.6% | -1.0% | -5.6% | -6.3% |
| 3M | -9.8% | +14.2% | -24.0% | -16.4% |
| 6M | +15.7% | +1.0% | +14.6% | +13.7% |
| YTD | +35.1% | +21.5% | +13.7% | +18.7% |
| 1Y | +47.7% | -2.1% | +49.8% | +47.3% |
| 3Y | +114.5% | +69.3% | +45.1% | +46.2% |
| 5Y | +141.2% | +99.3% | +41.9% | +43.7% |
| All | +141.2% | +100.4% | +40.8% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling