+64.2%
ADM vs MAS
+32.0%
+32.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 3M | +2.1% | +4.4% | -2.3% | +0.7% |
| 6M | +27.5% | +7.2% | +20.3% | +24.6% |
| YTD | +50.2% | +16.1% | +34.1% | +43.9% |
| 1Y | +40.6% | +0.1% | +40.5% | +38.8% |
| 3Y | +17.2% | +28.3% | -11.1% | +8.9% |
| All | +64.2% | +32.0% | +32.2% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling