+1,141.3%
ATI vs MAS
+476.2%
+665.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +1.9% |
| 7D | -0.1% | -0.8% | +0.7% | +0.4% |
| 30D | +2.7% | -5.6% | +8.3% | +5.9% |
| 3M | +16.3% | +4.4% | +11.9% | +11.8% |
| 6M | +30.2% | +7.2% | +23.0% | +22.3% |
| YTD | +83.6% | +16.1% | +67.4% | +63.0% |
| 1Y | +173.0% | +0.1% | +172.9% | +164.0% |
| 3Y | +356.6% | +28.3% | +328.3% | +264.9% |
| 5Y | +1,074.2% | +30.5% | +1,043.7% | +794.6% |
| 10Y | +1,136.2% | +139.1% | +997.1% | +554.5% |
| All | +1,141.3% | +476.2% | +665.1% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling