+158.6%
ADM vs MAS
+137.9%
+20.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | +3.8% | -0.8% | +4.5% | +3.9% |
| 30D | +9.8% | -5.6% | +15.3% | +11.3% |
| 3M | +2.1% | +4.4% | -2.3% | -0.1% |
| 6M | +27.5% | +7.2% | +20.3% | +22.7% |
| YTD | +50.2% | +16.1% | +34.1% | +40.5% |
| 1Y | +40.6% | +0.1% | +40.5% | +37.4% |
| 3Y | +17.2% | +28.3% | -11.1% | +3.3% |
| 5Y | +61.9% | +30.5% | +31.4% | +38.2% |
| All | +158.6% | +137.9% | +20.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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