+889.0%
MSFT vs ADP
+318.0%
+571.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | +1.7% | +3.2% | -1.6% | -0.2% |
| 30D | +0.2% | +14.9% | -14.7% | -8.2% |
| 3M | +6.4% | +11.6% | -5.3% | -1.0% |
| 6M | +28.7% | +48.5% | -19.8% | 0.0% |
| YTD | +10.4% | +20.6% | -10.2% | -3.1% |
| 1Y | +7.6% | +23.7% | -16.1% | -7.3% |
| 3Y | +52.3% | +47.8% | +4.5% | +13.9% |
| 5Y | +64.5% | +47.7% | +16.8% | +21.0% |
| All | +889.0% | +318.0% | +571.0% | +290.9% |
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 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