+316.8%
ADP vs MSI
+676.2%
-359.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | +3.2% | +4.7% | -1.4% | +0.9% |
| 30D | +14.9% | +14.8% | +0.1% | +7.3% |
| 3M | +11.6% | +8.8% | +2.8% | +6.9% |
| 6M | +48.5% | +19.3% | +29.2% | +34.8% |
| YTD | +20.6% | +35.3% | -14.8% | +1.5% |
| 1Y | +23.7% | +33.8% | -10.1% | +4.6% |
| 3Y | +47.8% | +74.4% | -26.6% | +5.4% |
| 5Y | +47.7% | +120.5% | -72.8% | -9.3% |
| All | +316.8% | +676.2% | -359.4% | +53.7% |
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