+1,908.9%
ADM vs MSI
+4,035.2%
-2,126.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +3.8% | -3.7% | +7.5% | +4.5% |
| 30D | +9.8% | +6.8% | +2.9% | +8.3% |
| 3M | +2.1% | +14.3% | -12.2% | -0.6% |
| 6M | +27.5% | -1.6% | +29.1% | +27.4% |
| YTD | +50.2% | +22.8% | +27.4% | +43.9% |
| 1Y | +40.6% | -1.1% | +41.7% | +40.0% |
| 3Y | +17.2% | +70.5% | -53.2% | +4.7% |
| 5Y | +61.9% | +102.8% | -40.9% | +39.1% |
| 10Y | +159.3% | +597.4% | -438.1% | +78.1% |
| All | +1,908.9% | +4,035.2% | -2,126.3% | +710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling