+11,912.1%
ADP vs MAS
+1,727.7%
+10,184.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.1% |
| 7D | +6.4% | +14.2% | -7.8% | +2.8% |
| 30D | +16.6% | +26.8% | -10.2% | +9.7% |
| 3M | +12.9% | +13.1% | -0.2% | +9.2% |
| 6M | +45.7% | +27.9% | +17.7% | +35.5% |
| YTD | +20.6% | +38.7% | -18.0% | +8.8% |
| 1Y | +20.5% | +40.4% | -19.9% | +8.2% |
| 3Y | +48.7% | +66.1% | -17.4% | +25.5% |
| 5Y | +50.0% | +47.4% | +2.6% | +29.2% |
| 10Y | +324.2% | +238.3% | +85.9% | +193.8% |
| All | +11,912.1% | +1,727.7% | +10,184.4% | +4,744.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling