+158.1%
ADM vs MSCI
+624.4%
-466.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | +9.8% | +0.6% | +9.2% | +9.6% |
| 3M | +2.1% | -7.1% | +9.2% | +3.3% |
| 6M | +27.5% | +0.8% | +26.7% | +26.5% |
| YTD | +50.2% | +1.0% | +49.2% | +48.5% |
| 1Y | +40.6% | +4.3% | +36.3% | +37.6% |
| 3Y | +17.2% | +9.9% | +7.3% | +11.1% |
| 5Y | +61.9% | -6.8% | +68.6% | +56.1% |
| All | +158.1% | +624.4% | -466.3% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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