+955.3%
ATI vs MAS
+588.1%
+367.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -4.1% |
| 7D | +8.3% | +14.2% | -5.8% | 0.0% |
| 30D | -7.3% | +26.8% | -34.1% | -20.1% |
| 3M | -10.5% | +13.1% | -23.7% | -17.9% |
| 6M | +16.4% | +27.9% | -11.6% | -2.0% |
| YTD | +56.1% | +38.7% | +17.4% | +23.4% |
| 1Y | +86.5% | +40.4% | +46.1% | +46.2% |
| 3Y | +329.5% | +66.1% | +263.4% | +191.1% |
| 5Y | +979.5% | +47.4% | +932.1% | +659.8% |
| 10Y | +1,165.7% | +238.3% | +927.3% | +435.7% |
| All | +955.3% | +588.1% | +367.2% | +135.3% |
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