+25.4%
ADM vs MSI
+124.3%
-98.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.6% | +2.7% |
| 7D | +4.2% | +3.2% | +0.9% | +3.4% |
| 30D | -12.8% | +17.6% | -30.4% | -16.1% |
| 3M | -8.5% | +14.5% | -23.0% | -11.4% |
| 6M | -10.9% | +34.3% | -45.2% | -17.2% |
| YTD | +29.4% | +39.7% | -10.3% | +18.6% |
| 1Y | +27.5% | +40.2% | -12.6% | +16.7% |
| 3Y | +10.3% | +77.1% | -66.8% | -9.1% |
| All | +25.4% | +124.3% | -98.9% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling