+1,072.3%
ATI vs MAS
+219.8%
+852.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -3.9% |
| 7D | -3.8% | +4.6% | -8.4% | -6.4% |
| 30D | -13.5% | +19.9% | -33.4% | -23.0% |
| 3M | -17.9% | +8.9% | -26.8% | -22.9% |
| 6M | +8.4% | +20.2% | -11.8% | -5.5% |
| YTD | +46.7% | +33.9% | +12.8% | +17.5% |
| 1Y | +74.5% | +34.7% | +39.8% | +39.0% |
| 3Y | +303.7% | +60.4% | +243.3% | +169.2% |
| 5Y | +848.9% | +43.5% | +805.5% | +560.1% |
| All | +1,072.3% | +219.8% | +852.5% | +279.5% |
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