+1,098.9%
ATI vs MAS
+32.0%
+1,066.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.2% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | +2.7% | -5.6% | +8.3% | +5.1% |
| 3M | +16.3% | +4.4% | +11.9% | +12.9% |
| 6M | +30.2% | +7.2% | +23.0% | +24.2% |
| YTD | +83.6% | +16.1% | +67.4% | +67.9% |
| 1Y | +173.0% | +0.1% | +172.9% | +166.4% |
| 3Y | +356.6% | +28.3% | +328.3% | +283.9% |
| All | +1,098.9% | +32.0% | +1,066.9% | +845.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling