+1,581.9%
ADM vs MAS
+1,727.7%
-145.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -1.0% |
| 7D | -8.3% | +14.2% | -22.4% | -11.3% |
| 30D | -14.1% | +26.8% | -40.9% | -19.1% |
| 3M | -10.7% | +13.1% | -23.9% | -13.8% |
| 6M | -5.9% | +27.9% | -33.8% | -12.4% |
| YTD | +25.8% | +38.7% | -12.9% | +13.9% |
| 1Y | +21.3% | +40.4% | -19.1% | +9.4% |
| 3Y | +7.4% | +66.1% | -58.7% | -8.5% |
| 5Y | +27.0% | +47.4% | -20.4% | +9.1% |
| 10Y | +102.7% | +238.3% | -135.6% | +39.2% |
| All | +1,581.9% | +1,727.7% | -145.8% | +610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling