-9.4%
ADM vs MSFU
+93.3%
-102.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.7% |
| 7D | -9.0% | +2.5% | -11.5% | -9.1% |
| 30D | -14.0% | -1.3% | -12.7% | -14.0% |
| 3M | -9.2% | +8.6% | -17.8% | -9.5% |
| 6M | -9.2% | +48.4% | -57.6% | -10.5% |
| YTD | +24.2% | +1.6% | +22.7% | +24.4% |
| 1Y | +27.0% | -5.8% | +32.7% | +27.6% |
| 3Y | +6.6% | +30.9% | -24.3% | +0.8% |
| All | -9.4% | +93.3% | -102.8% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling