+885.0%
MSFT vs ADI
+621.8%
+263.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.0% | +2.6% | -3.7% | -2.1% |
| 30D | -2.7% | -4.6% | +2.0% | -0.8% |
| 3M | +22.1% | -9.5% | +31.6% | +25.5% |
| 6M | +20.6% | +14.8% | +5.7% | +9.0% |
| YTD | +2.3% | +35.8% | -33.5% | -15.3% |
| 1Y | -0.5% | +48.9% | -49.5% | -21.8% |
| 3Y | +50.5% | +115.6% | -65.0% | -8.1% |
| 5Y | +72.3% | +135.1% | -62.8% | -2.0% |
| 10Y | +885.0% | +636.4% | +248.6% | +204.2% |
| All | +885.0% | +621.8% | +263.2% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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