+41,898.0%
ADI vs MSI
+4,598.2%
+37,299.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +13.4% | +2.6% | +10.8% | +12.0% |
| 30D | -1.3% | +18.1% | -19.4% | -9.5% |
| 3M | +6.8% | +13.2% | -6.4% | -0.3% |
| 6M | -1.9% | +36.3% | -38.2% | -17.2% |
| YTD | +52.3% | +39.5% | +12.8% | +25.6% |
| 1Y | +71.6% | +36.9% | +34.8% | +42.9% |
| 3Y | +148.9% | +76.1% | +72.8% | +80.2% |
| 5Y | +140.8% | +123.7% | +17.1% | +53.6% |
| 10Y | +653.6% | +664.3% | -10.7% | +148.0% |
| All | +41,898.0% | +4,598.2% | +37,299.8% | +4,304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling