+20.5%
ADP vs MSFU
-2.2%
+22.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.5% | -10.9% | +1.1% |
| 7D | +6.4% | +8.2% | -1.8% | +5.3% |
| 30D | +16.6% | +10.2% | +6.4% | +15.1% |
| 3M | +12.9% | +22.9% | -10.0% | +9.8% |
| 6M | +45.7% | +63.2% | -17.5% | +36.3% |
| YTD | +20.6% | +11.7% | +8.9% | +13.9% |
| 1Y | +20.5% | -3.5% | +24.0% | +14.1% |
| All | +20.5% | -2.2% | +22.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling