+18.6%
ADM vs MAS
+29.0%
-10.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +3.8% | -0.8% | +4.5% | +3.9% |
| 30D | +9.8% | -5.6% | +15.3% | +10.6% |
| 3M | +2.1% | +4.4% | -2.3% | +0.7% |
| 6M | +27.5% | +7.2% | +20.3% | +24.5% |
| YTD | +50.2% | +16.1% | +34.1% | +43.3% |
| 1Y | +40.6% | +0.1% | +40.5% | +38.9% |
| All | +18.6% | +29.0% | -10.5% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling