+380.3%
MCO vs ATI
+1,154.1%
-773.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | -5.6% | +1.9% | -2.7% |
| 30D | -0.4% | -13.7% | +13.3% | +2.2% |
| 3M | +7.7% | -0.4% | +8.1% | +7.1% |
| 6M | +7.0% | +26.2% | -19.2% | +1.1% |
| YTD | -6.4% | +73.2% | -79.6% | -17.1% |
| 1Y | -7.6% | +161.6% | -169.2% | -25.0% |
| 3Y | +43.2% | +346.2% | -302.9% | +1.0% |
| 5Y | +29.6% | +1,047.6% | -1,018.1% | -25.8% |
| All | +380.3% | +1,154.1% | -773.8% | +145.2% |
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