+10,816.5%
ADP vs MAS
+1,430.5%
+9,386.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.5% |
| 7D | -3.4% | -0.8% | -2.7% | -3.3% |
| 30D | +2.8% | -5.6% | +8.4% | +4.2% |
| 3M | +20.9% | +4.4% | +16.5% | +18.7% |
| 6M | +29.9% | +7.2% | +22.7% | +25.7% |
| YTD | +9.6% | +16.1% | -6.5% | +3.5% |
| 1Y | -5.3% | +0.1% | -5.4% | -7.1% |
| 3Y | +16.5% | +28.3% | -11.8% | +5.0% |
| 5Y | +49.4% | +30.5% | +18.9% | +32.7% |
| 10Y | +282.2% | +139.1% | +143.1% | +187.6% |
| All | +10,816.5% | +1,430.5% | +9,386.0% | +4,510.1% |
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