+607.1%
MS vs ADP
+318.0%
+289.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | -1.6% | +3.2% | -4.8% | -3.5% |
| 30D | -3.8% | +14.9% | -18.7% | -12.0% |
| 3M | -14.6% | +11.6% | -26.2% | -20.9% |
| 6M | -5.1% | +48.5% | -53.5% | -28.2% |
| YTD | +4.5% | +20.6% | -16.1% | -9.9% |
| 1Y | +13.5% | +23.7% | -10.2% | -4.0% |
| 3Y | +160.4% | +47.8% | +112.6% | +93.2% |
| 5Y | +112.9% | +47.7% | +65.1% | +52.9% |
| All | +607.1% | +318.0% | +289.1% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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