+322.1%
ADP vs MAS
+219.8%
+102.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +2.4% |
| 7D | +7.4% | +4.6% | +2.8% | +5.6% |
| 30D | +17.1% | +19.9% | -2.8% | +9.6% |
| 3M | +14.4% | +8.9% | +5.6% | +10.6% |
| 6M | +47.9% | +20.2% | +27.7% | +36.2% |
| YTD | +22.1% | +33.9% | -11.8% | +5.8% |
| 1Y | +21.8% | +34.7% | -12.9% | +5.2% |
| 3Y | +50.5% | +60.4% | -9.9% | +15.0% |
| 5Y | +49.6% | +43.5% | +6.1% | +17.5% |
| All | +322.1% | +219.8% | +102.2% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling