+15,614.6%
MA vs ATI
+233.4%
+15,381.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.5% |
| 7D | +2.3% | +6.2% | -3.9% | +0.8% |
| 30D | +14.7% | -7.1% | +21.8% | +16.2% |
| 3M | +13.5% | -21.3% | +34.8% | +19.3% |
| 6M | +33.1% | +6.5% | +26.6% | +28.8% |
| YTD | +15.1% | +53.2% | -38.1% | +0.7% |
| 1Y | +18.7% | +82.7% | -64.0% | -0.6% |
| 3Y | +72.1% | +314.3% | -242.2% | +11.5% |
| 5Y | +92.8% | +890.9% | -798.1% | -3.8% |
| 10Y | +571.6% | +1,142.3% | -570.7% | +165.9% |
| All | +15,614.6% | +233.4% | +15,381.2% | +6,648.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling