-9.6%
ADM vs MSFU
+103.9%
-113.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.6% | -0.3% |
| 7D | -7.8% | +14.6% | -22.4% | -8.2% |
| 30D | -12.6% | +2.1% | -14.7% | -12.6% |
| 3M | -8.2% | +14.7% | -22.9% | -8.7% |
| 6M | -8.9% | +55.7% | -64.6% | -10.4% |
| YTD | +24.0% | +7.1% | +16.9% | +24.0% |
| 1Y | +26.2% | -0.5% | +26.7% | +26.6% |
| 3Y | +7.0% | +35.7% | -28.7% | +1.3% |
| All | -9.6% | +103.9% | -113.5% | -18.8% |
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