+949.2%
ATI vs MOD
+1,086.9%
-137.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +27.9% | -31.6% | -11.3% |
| 7D | +4.2% | +40.4% | -36.3% | -6.6% |
| 30D | -2.5% | -14.0% | +11.5% | -0.4% |
| 3M | -19.4% | -33.3% | +13.9% | -12.0% |
| 6M | +11.1% | -51.4% | +62.5% | +30.8% |
| YTD | +59.5% | +1.6% | +57.9% | +51.1% |
| 1Y | +85.8% | +5.4% | +80.4% | +72.9% |
| 3Y | +311.9% | +191.0% | +120.9% | +154.2% |
| All | +949.2% | +1,086.9% | -137.7% | +312.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling