+554.8%
MA vs ATI
+1,119.3%
-564.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.5% |
| 7D | -0.3% | +6.0% | -6.4% | -1.6% |
| 30D | +11.3% | -3.6% | +15.0% | +11.7% |
| 3M | +16.7% | -18.9% | +35.5% | +20.9% |
| 6M | +32.8% | +16.7% | +16.1% | +26.8% |
| YTD | +15.6% | +61.1% | -45.5% | +2.0% |
| 1Y | +19.6% | +89.3% | -69.7% | +1.8% |
| 3Y | +72.1% | +333.3% | -261.2% | +16.3% |
| 5Y | +96.0% | +954.5% | -858.4% | +4.0% |
| 10Y | +554.8% | +1,067.0% | -512.2% | +219.5% |
| All | +554.8% | +1,119.3% | -564.6% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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