+311.1%
ATI vs MAS
+59.9%
+251.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | +1.3% | +3.6% | -2.3% | 0.0% |
| 30D | -4.8% | +23.8% | -28.6% | -12.1% |
| 3M | -19.9% | +14.4% | -34.4% | -24.0% |
| 6M | +15.4% | +19.7% | -4.4% | +6.5% |
| YTD | +59.2% | +36.0% | +23.3% | +38.2% |
| 1Y | +86.3% | +40.4% | +45.9% | +59.6% |
| All | +311.1% | +59.9% | +251.1% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling