+505.6%
MA vs ADI
+608.4%
-102.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.8% | +2.4% | -4.2% | -2.7% |
| 30D | +1.4% | -6.6% | +8.0% | +4.1% |
| 3M | +17.7% | -9.8% | +27.5% | +21.0% |
| 6M | +9.7% | +15.7% | -6.0% | -0.8% |
| YTD | +0.5% | +35.1% | -34.6% | -15.7% |
| 1Y | -2.1% | +47.7% | -49.8% | -21.6% |
| 3Y | +40.1% | +114.5% | -74.4% | -12.6% |
| 5Y | +67.5% | +141.2% | -73.7% | -4.9% |
| 10Y | +505.6% | +611.3% | -105.7% | +101.7% |
| All | +505.6% | +608.4% | -102.8% | +101.7% |
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