+156.4%
MAR vs ATI
+1,101.9%
-945.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -1.7% | +3.2% | -4.9% | -2.5% |
| 30D | -6.9% | -9.0% | +2.1% | -4.7% |
| 3M | -15.8% | +15.1% | -30.9% | -19.5% |
| 6M | +1.9% | +38.1% | -36.2% | -7.7% |
| YTD | +6.6% | +80.7% | -74.0% | -10.6% |
| 1Y | +23.7% | +167.5% | -143.8% | -7.5% |
| 3Y | +64.6% | +366.0% | -301.4% | +0.1% |
| 5Y | +156.4% | +1,088.8% | -932.4% | +21.4% |
| All | +156.4% | +1,101.9% | -945.5% | +21.4% |
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