+9.4%
ADM vs MSFU
+72.2%
-62.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -0.1% | -3.2% | +3.1% | 0.0% |
| 30D | +11.0% | -3.1% | +14.2% | +11.1% |
| 3M | +6.0% | +35.3% | -29.3% | +4.8% |
| 6M | +26.9% | +31.6% | -4.7% | +25.4% |
| YTD | +50.0% | -9.5% | +59.5% | +50.9% |
| 1Y | +39.6% | -18.4% | +58.0% | +41.1% |
| 3Y | +18.5% | +26.9% | -8.4% | +11.3% |
| All | +9.4% | +72.2% | -62.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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