+917.3%
MSFT vs ADI
+635.8%
+281.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +2.3% | -6.3% | +8.6% | +4.7% |
| 30D | -0.4% | -3.2% | +2.8% | +0.4% |
| 3M | +5.6% | +2.8% | +2.8% | +3.3% |
| 6M | +29.0% | -5.0% | +34.0% | +27.8% |
| YTD | +10.9% | +46.3% | -35.4% | -11.7% |
| 1Y | +6.2% | +71.6% | -65.4% | -22.1% |
| 3Y | +47.6% | +139.2% | -91.6% | -14.6% |
| 5Y | +67.9% | +136.4% | -68.5% | -4.5% |
| All | +917.3% | +635.8% | +281.6% | +230.9% |
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