+1,604.7%
ADP vs MKSI
+1,773.7%
-169.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | +2.2% | +12.2% | -10.0% | +0.2% |
| 30D | +10.6% | -8.0% | +18.6% | +11.2% |
| 3M | +12.9% | -29.5% | +42.4% | +17.9% |
| 6M | +50.6% | -31.9% | +82.6% | +54.4% |
| YTD | +23.2% | +35.3% | -12.1% | +10.2% |
| 1Y | +25.3% | +50.3% | -25.0% | +9.7% |
| 3Y | +47.1% | +216.4% | -169.3% | +5.2% |
| 5Y | +50.1% | +34.4% | +15.6% | +22.6% |
| 10Y | +323.6% | +348.6% | -25.0% | +165.3% |
| All | +1,604.7% | +1,773.7% | -169.0% | +633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling