+39.6%
ADM vs MSI
-2.0%
+41.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.1% | -5.8% | +5.7% | +0.4% |
| 30D | +11.0% | -1.0% | +12.0% | +11.1% |
| 3M | +6.0% | +14.2% | -8.1% | +4.5% |
| 6M | +26.9% | +1.0% | +25.9% | +26.2% |
| YTD | +50.0% | +21.5% | +28.5% | +49.7% |
| 1Y | +39.6% | -2.1% | +41.7% | +35.1% |
| All | +39.6% | -2.0% | +41.6% | +35.1% |
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