+554.8%
MA vs ADI
+652.5%
-97.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | -2.9% |
| 7D | -0.3% | -4.4% | +4.1% | +0.9% |
| 30D | +11.3% | -2.8% | +14.2% | +11.6% |
| 3M | +16.7% | +1.5% | +15.2% | +14.4% |
| 6M | +32.8% | -4.7% | +37.5% | +30.9% |
| YTD | +15.6% | +46.8% | -31.2% | -7.4% |
| 1Y | +19.6% | +74.9% | -55.3% | -11.8% |
| 3Y | +72.1% | +147.4% | -75.4% | -0.5% |
| 5Y | +96.0% | +131.9% | -35.9% | +13.6% |
| 10Y | +554.8% | +630.6% | -75.8% | +114.8% |
| All | +554.8% | +652.5% | -97.7% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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