+319.9%
ADP vs MSCI
+811.9%
-491.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.1% |
| 7D | +2.2% | +3.0% | -0.8% | +0.9% |
| 30D | +10.6% | +17.8% | -7.2% | +3.0% |
| 3M | +12.9% | +15.2% | -2.3% | +6.1% |
| 6M | +50.6% | +16.5% | +34.2% | +40.6% |
| YTD | +23.2% | +16.4% | +6.8% | +14.5% |
| 1Y | +25.3% | +16.8% | +8.4% | +16.2% |
| 3Y | +47.1% | +35.8% | +11.4% | +23.7% |
| 5Y | +50.1% | +7.0% | +43.1% | +36.0% |
| All | +319.9% | +811.9% | -491.9% | +62.1% |
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