+1,070.3%
ATI vs MOD
+1,604.6%
-534.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +1.5% |
| 7D | -0.1% | +9.6% | -9.6% | -3.3% |
| 30D | +2.7% | 0.0% | +2.7% | +2.4% |
| 3M | +16.3% | -35.4% | +51.7% | +33.5% |
| 6M | +30.2% | -7.3% | +37.4% | +30.1% |
| YTD | +83.6% | +45.8% | +37.8% | +54.0% |
| 1Y | +173.0% | +43.1% | +129.9% | +125.7% |
| 3Y | +356.6% | +297.7% | +59.0% | +122.9% |
| 5Y | +1,074.2% | +1,478.8% | -404.6% | +202.4% |
| All | +1,070.3% | +1,604.6% | -534.3% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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