+181.3%
MS vs ADM
+17.6%
+163.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | +3.8% | -2.4% | +0.9% |
| 30D | -0.3% | +9.8% | -10.0% | -1.6% |
| 3M | +0.3% | +2.1% | -1.8% | -0.1% |
| 6M | +31.3% | +27.5% | +3.8% | +26.1% |
| YTD | +24.7% | +50.2% | -25.5% | +16.0% |
| 1Y | +47.9% | +40.6% | +7.3% | +39.1% |
| All | +181.3% | +17.6% | +163.7% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling