+278.9%
ADP vs MKSI
+524.1%
-245.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -2.8% | +2.7% | -5.4% | -3.2% |
| 30D | +0.2% | -12.8% | +13.0% | +2.2% |
| 3M | +20.5% | -22.5% | +43.0% | +22.8% |
| 6M | +28.8% | +19.4% | +9.4% | +19.1% |
| YTD | +6.6% | +67.7% | -61.1% | -8.9% |
| 1Y | -6.9% | +131.4% | -138.3% | -26.9% |
| 3Y | +16.1% | +197.3% | -181.2% | -20.9% |
| 5Y | +49.3% | +87.0% | -37.6% | +10.5% |
| All | +278.9% | +524.1% | -245.2% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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