+21.5%
ADM vs MSFU
+24.2%
-2.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.4% |
| 7D | +1.4% | -2.3% | +3.7% | +1.4% |
| 30D | +8.2% | -6.3% | +14.5% | +8.3% |
| 3M | +8.7% | +40.0% | -31.2% | +8.5% |
| 6M | +29.1% | +30.1% | -1.0% | +28.9% |
| YTD | +53.7% | -10.3% | +64.0% | +54.6% |
| 1Y | +43.2% | -19.0% | +62.3% | +44.5% |
| All | +21.5% | +24.2% | -2.7% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling