+13,824.2%
MA vs ADI
+1,625.1%
+12,199.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.8% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +1.5% | -3.8% | +5.3% | +3.1% |
| 3M | +20.4% | -15.3% | +35.7% | +27.5% |
| 6M | +11.1% | +6.7% | +4.5% | +3.8% |
| YTD | +2.0% | +34.8% | -32.8% | -15.3% |
| 1Y | -2.2% | +49.0% | -51.2% | -23.0% |
| 3Y | +41.9% | +108.1% | -66.2% | -11.5% |
| 5Y | +75.4% | +142.4% | -67.1% | -1.5% |
| 10Y | +527.5% | +589.9% | -62.4% | +94.0% |
| All | +13,824.2% | +1,625.1% | +12,199.0% | +2,202.6% |
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