+553.7%
MS vs ADP
+315.9%
+237.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | +0.8% | +3.2% | -2.4% | -1.1% |
| 30D | -0.7% | +12.8% | -13.5% | -8.1% |
| 3M | -12.4% | +12.3% | -24.7% | -19.1% |
| 6M | -1.7% | +45.4% | -47.1% | -24.5% |
| YTD | +8.0% | +21.4% | -13.4% | -7.2% |
| 1Y | +16.2% | +23.7% | -7.5% | -1.7% |
| 3Y | +171.3% | +43.6% | +127.7% | +105.4% |
| 5Y | +124.8% | +48.7% | +76.1% | +60.8% |
| 10Y | +553.7% | +316.1% | +237.6% | +173.5% |
| All | +553.7% | +315.9% | +237.8% | +173.5% |
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