+1,067.0%
ATI vs MOD
+1,005.7%
+61.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.9% | -4.7% | +1.7% |
| 7D | +6.0% | -13.9% | +19.9% | +10.3% |
| 30D | -3.6% | -41.5% | +37.9% | +14.3% |
| 3M | -18.9% | -45.7% | +26.9% | -2.0% |
| 6M | +16.7% | -61.1% | +77.8% | +55.2% |
| YTD | +61.1% | -20.5% | +81.6% | +63.8% |
| 1Y | +89.3% | -32.1% | +121.4% | +100.6% |
| 3Y | +333.3% | +146.5% | +186.9% | +148.0% |
| 5Y | +954.5% | +812.7% | +141.8% | +227.2% |
| 10Y | +1,067.0% | +966.8% | +100.1% | +195.6% |
| All | +1,067.0% | +1,005.7% | +61.3% | +195.6% |
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