+28.6%
MCO vs ATI
+1,030.7%
-1,002.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.1% | -0.9% |
| 7D | -7.3% | -2.7% | -4.6% | -6.9% |
| 30D | -1.7% | -13.5% | +11.8% | +0.5% |
| 3M | +3.9% | +8.5% | -4.6% | +1.7% |
| 6M | +3.8% | +25.2% | -21.4% | -1.5% |
| YTD | -7.9% | +73.4% | -81.3% | -18.3% |
| 1Y | -6.8% | +160.5% | -167.4% | -24.5% |
| 3Y | +40.9% | +347.3% | -306.4% | -3.2% |
| All | +28.6% | +1,030.7% | -1,002.1% | -25.0% |
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