+607.1%
MS vs ADM
+98.0%
+509.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -1.6% | -9.0% | +7.5% | +2.8% |
| 30D | -3.8% | -14.0% | +10.2% | +3.0% |
| 3M | -14.6% | -9.2% | -5.4% | -11.5% |
| 6M | -5.1% | -9.2% | +4.1% | -2.3% |
| YTD | +4.5% | +24.2% | -19.7% | -9.9% |
| 1Y | +13.5% | +27.0% | -13.4% | -3.6% |
| 3Y | +160.4% | +6.6% | +153.8% | +130.4% |
| 5Y | +112.9% | +25.0% | +87.9% | +55.9% |
| All | +607.1% | +98.0% | +509.1% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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