+15,614.6%
MA vs ADI
+1,631.3%
+13,983.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +2.3% | -12.8% | +15.1% | +8.3% |
| 30D | +14.7% | -11.3% | +26.0% | +20.0% |
| 3M | +13.5% | -3.4% | +16.8% | +13.6% |
| 6M | +33.1% | -12.0% | +45.1% | +35.8% |
| YTD | +15.1% | +35.3% | -20.2% | -5.7% |
| 1Y | +18.7% | +58.1% | -39.3% | -10.0% |
| 3Y | +72.1% | +127.4% | -55.3% | +1.5% |
| 5Y | +92.8% | +114.6% | -21.8% | +14.0% |
| 10Y | +571.6% | +589.3% | -17.7% | +105.5% |
| All | +15,614.6% | +1,631.3% | +13,983.3% | +2,462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling