+26.7%
ADM vs MSI
+37.5%
-10.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +2.2% |
| 7D | +0.1% | +7.7% | -7.6% | -0.7% |
| 30D | -11.8% | +19.9% | -31.7% | -13.8% |
| 3M | -11.3% | +14.9% | -26.2% | -12.9% |
| 6M | -10.0% | +37.2% | -47.3% | -13.9% |
| YTD | +25.9% | +40.8% | -14.9% | +21.6% |
| 1Y | +26.7% | +38.1% | -11.5% | +20.2% |
| All | +26.7% | +37.5% | -10.8% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling