+313.7%
ADP vs MSI
+689.5%
-375.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.7% |
| 7D | +1.1% | +8.3% | -7.2% | -2.9% |
| 30D | +11.5% | +18.9% | -7.4% | +2.3% |
| 3M | +12.0% | +13.2% | -1.2% | +5.2% |
| 6M | +43.8% | +38.3% | +5.5% | +21.8% |
| YTD | +20.1% | +38.9% | -18.8% | -0.3% |
| 1Y | +22.3% | +36.7% | -14.4% | +2.3% |
| 3Y | +43.3% | +76.6% | -33.3% | +1.6% |
| 5Y | +47.3% | +124.5% | -77.1% | -10.4% |
| 10Y | +313.7% | +674.5% | -360.8% | +50.1% |
| All | +313.7% | +689.5% | -375.8% | +50.1% |
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