+1,124.2%
ATI vs MAS
+213.7%
+910.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.6% |
| 7D | +6.2% | +2.0% | +4.2% | +4.8% |
| 30D | -7.1% | +19.4% | -26.5% | -17.1% |
| 3M | -21.3% | +9.4% | -30.7% | -26.3% |
| 6M | +6.5% | +15.3% | -8.8% | -4.9% |
| YTD | +53.2% | +31.3% | +21.9% | +24.1% |
| 1Y | +82.7% | +34.9% | +47.9% | +45.3% |
| 3Y | +314.3% | +58.6% | +255.7% | +177.7% |
| 5Y | +890.9% | +40.7% | +850.2% | +596.9% |
| All | +1,124.2% | +213.7% | +910.5% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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