+27.4%
ADM vs MAS
+39.0%
-11.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -1.8% | +3.6% | -5.4% | -1.9% |
| 30D | -13.3% | +23.8% | -37.1% | -13.4% |
| 3M | -13.4% | +14.4% | -27.8% | -13.4% |
| 6M | -9.6% | +19.7% | -29.4% | -9.8% |
| YTD | +23.0% | +36.0% | -12.9% | +17.4% |
| 1Y | +27.4% | +40.4% | -13.0% | +20.9% |
| All | +27.4% | +39.0% | -11.6% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling