+6,288.2%
MS vs ADP
+4,652.3%
+1,635.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +1.8% |
| 7D | +1.4% | -3.4% | +4.8% | +4.0% |
| 30D | -0.3% | +2.8% | -3.0% | -2.6% |
| 3M | +0.3% | +20.9% | -20.6% | -14.8% |
| 6M | +31.3% | +29.9% | +1.5% | +3.8% |
| YTD | +24.7% | +9.6% | +15.0% | +11.9% |
| 1Y | +47.9% | -5.3% | +53.2% | +47.6% |
| 3Y | +178.3% | +16.5% | +161.9% | +134.0% |
| 5Y | +144.9% | +49.4% | +95.5% | +64.4% |
| 10Y | +804.5% | +282.2% | +522.3% | +177.5% |
| All | +6,288.2% | +4,652.3% | +1,635.9% | +382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling