+49.1%
ADP vs MSI
+118.7%
-69.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | +3.2% | +4.7% | -1.4% | +1.3% |
| 30D | +14.9% | +14.8% | +0.1% | +8.5% |
| 3M | +11.6% | +8.8% | +2.8% | +7.7% |
| 6M | +48.5% | +19.3% | +29.2% | +37.0% |
| YTD | +20.6% | +35.3% | -14.8% | +4.0% |
| 1Y | +23.7% | +33.8% | -10.1% | +7.2% |
| 3Y | +47.8% | +74.4% | -26.6% | +7.6% |
| All | +49.1% | +118.7% | -69.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling