+102.6%
ADM vs MSI
+689.5%
-586.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | -7.8% | +8.3% | -16.2% | -10.3% |
| 30D | -12.6% | +18.9% | -31.4% | -17.6% |
| 3M | -8.2% | +13.2% | -21.4% | -12.2% |
| 6M | -8.9% | +38.3% | -47.2% | -18.9% |
| YTD | +24.0% | +38.9% | -14.9% | +9.5% |
| 1Y | +26.2% | +36.7% | -10.5% | +11.9% |
| 3Y | +7.0% | +76.6% | -69.6% | -16.1% |
| 5Y | +24.9% | +124.5% | -99.6% | -12.7% |
| 10Y | +102.6% | +674.5% | -571.9% | +10.0% |
| All | +102.6% | +689.5% | -586.9% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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