+270.5%
ADP vs MSI
+590.9%
-320.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.9% |
| 7D | -5.5% | -5.8% | +0.3% | -2.7% |
| 30D | -1.2% | -1.0% | -0.3% | -0.8% |
| 3M | +17.9% | +14.2% | +3.7% | +10.1% |
| 6M | +20.3% | +1.0% | +19.3% | +18.6% |
| YTD | +5.8% | +21.5% | -15.6% | -5.9% |
| 1Y | -7.7% | -2.1% | -5.6% | -8.3% |
| 3Y | +14.7% | +69.3% | -54.6% | -17.4% |
| 5Y | +45.8% | +99.3% | -53.5% | -5.6% |
| 10Y | +270.5% | +595.0% | -324.5% | +50.8% |
| All | +270.5% | +590.9% | -320.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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