+568.4%
MA vs ADI
+625.4%
-57.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.8% | -6.3% | +8.1% | +3.9% |
| 30D | +11.8% | -3.2% | +15.0% | +12.3% |
| 3M | +17.2% | +2.8% | +14.4% | +14.3% |
| 6M | +33.4% | -5.0% | +38.4% | +31.7% |
| YTD | +16.1% | +46.3% | -30.2% | -6.8% |
| 1Y | +19.9% | +71.6% | -51.7% | -10.8% |
| 3Y | +70.1% | +139.2% | -69.1% | +0.1% |
| 5Y | +89.6% | +136.4% | -46.8% | +8.8% |
| 10Y | +568.4% | +636.2% | -67.8% | +120.2% |
| All | +568.4% | +625.4% | -57.0% | +120.2% |
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