+114.0%
MS vs ADP
+49.8%
+64.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.4% |
| 7D | -3.4% | +7.4% | -10.8% | -6.1% |
| 30D | -3.9% | +17.1% | -21.0% | -10.1% |
| 3M | -15.9% | +14.4% | -30.4% | -20.8% |
| 6M | -2.5% | +47.9% | -50.4% | -19.8% |
| YTD | +5.1% | +22.1% | -17.0% | -4.4% |
| 1Y | +13.0% | +21.8% | -8.8% | +2.8% |
| 3Y | +160.7% | +50.5% | +110.2% | +112.8% |
| 5Y | +114.0% | +49.6% | +64.5% | +67.9% |
| All | +114.0% | +49.8% | +64.2% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling