+88.5%
MA vs ATI
+959.5%
-871.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.8% |
| 7D | +1.3% | +4.2% | -2.9% | +0.7% |
| 30D | +9.6% | -2.5% | +12.1% | +9.7% |
| 3M | +16.8% | -19.4% | +36.2% | +19.8% |
| 6M | +35.2% | +11.1% | +24.1% | +31.6% |
| YTD | +16.6% | +59.5% | -43.0% | +5.8% |
| 1Y | +19.8% | +85.8% | -66.0% | +5.8% |
| 3Y | +70.7% | +311.9% | -241.2% | +23.0% |
| All | +88.5% | +959.5% | -871.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling