+9.5%
ADM vs MSFU
+76.3%
-66.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +0.4% |
| 7D | +3.8% | -5.7% | +9.5% | +3.9% |
| 30D | +9.8% | +4.2% | +5.6% | +9.6% |
| 3M | +2.1% | +27.9% | -25.8% | +1.2% |
| 6M | +27.5% | +37.1% | -9.6% | +25.8% |
| YTD | +50.2% | -7.4% | +57.6% | +50.9% |
| 1Y | +40.6% | -19.6% | +60.2% | +42.4% |
| 3Y | +17.2% | +33.2% | -16.0% | +9.7% |
| All | +9.5% | +76.3% | -66.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling