+1,364.4%
ADP vs MKSI
+2,206.8%
-842.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.8% |
| 7D | -5.5% | +7.7% | -13.2% | -6.7% |
| 30D | -1.2% | -12.9% | +11.6% | +0.7% |
| 3M | +17.9% | -14.8% | +32.7% | +18.2% |
| 6M | +20.3% | +26.6% | -6.3% | +11.4% |
| YTD | +5.8% | +66.6% | -60.8% | -7.4% |
| 1Y | -7.7% | +144.6% | -152.3% | -25.5% |
| 3Y | +14.7% | +193.1% | -178.4% | -15.3% |
| 5Y | +45.8% | +88.6% | -42.8% | +13.5% |
| 10Y | +270.5% | +490.9% | -220.4% | +124.2% |
| All | +1,364.4% | +2,206.8% | -842.4% | +516.5% |
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