+1,561.3%
ADM vs MSI
+4,457.4%
-2,896.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -9.0% | +4.7% | -13.7% | -9.8% |
| 30D | -14.0% | +14.8% | -28.7% | -16.2% |
| 3M | -9.2% | +8.8% | -18.0% | -10.7% |
| 6M | -9.2% | +19.3% | -28.5% | -12.5% |
| YTD | +24.2% | +35.3% | -11.1% | +16.8% |
| 1Y | +27.0% | +33.8% | -6.8% | +19.6% |
| 3Y | +6.6% | +74.4% | -67.8% | -5.2% |
| 5Y | +25.0% | +120.5% | -95.5% | +5.7% |
| 10Y | +100.2% | +685.2% | -584.9% | +34.6% |
| All | +1,561.3% | +4,457.4% | -2,896.1% | +558.1% |
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 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