Quantum sensors based on single solid-state spins promise a unique combination of sensitivity and spatial resolution1-20. The key challenge in sensing is to achieve minimum estimation uncertainty within a given time and with high dynamic range. Adaptive strategies have been proposed to achieve optimal performance, but their implementation in solid-state systems has been hindered by the demanding experimental requirements. Here, we realize adaptive d.c. sensing by combining single-shot readout of an electron spin in diamond with fast feedback. By adapting the spin readout basis in real time based on previous outcomes, we demonstrate a sensitivity in Ramsey interferometry surpassing the standard measurement limit. Furthermore, we find by simulations and experiments that adaptive protocols offer a distinctive advantage over the best known non-adaptive protocols when overhead and limited estimation time are taken into account. Using an optimized adaptive protocol we achieve a magnetic field sensitivity of 6.1 +/- 1.7 nT Hz(-1/2) over a wide range of 1.78 mT. These results open up a new class of experiments for solid-state sensors in which real-time knowledge of the measurement history is exploited to obtain optimal performance.