+973.8%
ADP vs MSCI
+2,756.4%
-1,782.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | +2.8% | +0.6% | +2.2% | +2.6% |
| 3M | +20.9% | -7.1% | +28.0% | +23.7% |
| 6M | +29.9% | +0.8% | +29.0% | +29.3% |
| YTD | +9.6% | +1.0% | +8.7% | +8.9% |
| 1Y | -5.3% | +4.3% | -9.6% | -7.2% |
| 3Y | +16.5% | +9.9% | +6.5% | +10.0% |
| 5Y | +49.4% | -6.8% | +56.2% | +45.2% |
| 10Y | +282.2% | +614.7% | -332.5% | +99.5% |
| All | +973.8% | +2,756.4% | -1,782.6% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling