+70.7%
MA vs ADI
+144.2%
-73.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.7% |
| 7D | +1.3% | +9.5% | -8.2% | +0.1% |
| 30D | +9.6% | -1.4% | +11.0% | +9.5% |
| 3M | +16.8% | +4.7% | +12.1% | +15.6% |
| 6M | +35.2% | -7.4% | +42.6% | +35.7% |
| YTD | +16.6% | +48.1% | -31.5% | +4.8% |
| 1Y | +19.8% | +69.6% | -49.9% | +4.3% |
| 3Y | +70.7% | +144.4% | -73.7% | +37.7% |
| All | +70.7% | +144.2% | -73.5% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling