+101.1%
ADM vs MAS
+219.8%
-118.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.4% |
| 7D | -7.5% | +4.6% | -12.1% | -8.7% |
| 30D | -14.3% | +19.9% | -34.2% | -18.7% |
| 3M | -8.6% | +8.9% | -17.5% | -11.2% |
| 6M | -9.9% | +20.2% | -30.0% | -15.7% |
| YTD | +25.1% | +33.9% | -8.8% | +11.9% |
| 1Y | +28.8% | +34.7% | -5.8% | +14.9% |
| 3Y | +6.9% | +60.4% | -53.5% | -12.5% |
| 5Y | +25.9% | +43.5% | -17.6% | +4.8% |
| All | +101.1% | +219.8% | -118.7% | +25.7% |
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