+23.7%
ADP vs MSFU
-9.0%
+32.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.0% |
| 7D | +3.2% | +2.5% | +0.8% | +2.8% |
| 30D | +14.9% | -1.3% | +16.2% | +14.7% |
| 3M | +11.6% | +8.6% | +3.0% | +10.0% |
| 6M | +48.5% | +48.4% | +0.1% | +40.4% |
| YTD | +20.6% | +1.6% | +19.0% | +14.4% |
| 1Y | +23.7% | -5.8% | +29.5% | +17.2% |
| All | +23.7% | -9.0% | +32.7% | +17.2% |
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