+26.3%
ADM vs MSI
+118.7%
-92.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -9.0% | +4.7% | -13.7% | -10.0% |
| 30D | -14.0% | +14.8% | -28.7% | -16.7% |
| 3M | -9.2% | +8.8% | -18.0% | -11.0% |
| 6M | -9.2% | +19.3% | -28.5% | -13.3% |
| YTD | +24.2% | +35.3% | -11.1% | +14.7% |
| 1Y | +27.0% | +33.8% | -6.8% | +17.5% |
| 3Y | +6.6% | +74.4% | -67.8% | -11.9% |
| All | +26.3% | +118.7% | -92.4% | -6.1% |
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 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