+316.8%
ADP vs MSCI
+789.3%
-472.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.3% |
| 7D | +3.2% | +2.8% | +0.4% | +1.9% |
| 30D | +14.9% | +15.4% | -0.5% | +8.0% |
| 3M | +11.6% | +13.4% | -1.8% | +5.6% |
| 6M | +48.5% | +10.9% | +37.6% | +41.5% |
| YTD | +20.6% | +13.0% | +7.6% | +13.6% |
| 1Y | +23.7% | +12.0% | +11.7% | +16.9% |
| 3Y | +47.8% | +34.1% | +13.7% | +24.9% |
| 5Y | +47.7% | +3.9% | +43.8% | +35.6% |
| All | +316.8% | +789.3% | -472.5% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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