+64.2%
ADM vs MSI
+103.4%
-39.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +3.8% | -3.7% | +7.5% | +4.7% |
| 30D | +9.8% | +6.8% | +2.9% | +7.9% |
| 3M | +2.1% | +14.3% | -12.2% | -1.3% |
| 6M | +27.5% | -1.6% | +29.1% | +27.5% |
| YTD | +50.2% | +22.8% | +27.4% | +42.0% |
| 1Y | +40.6% | -1.1% | +41.7% | +40.3% |
| 3Y | +17.2% | +70.5% | -53.2% | -3.2% |
| All | +64.2% | +103.4% | -39.2% | +27.1% |
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