+6,011.4%
MCO vs ATI
+1,097.9%
+4,913.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -2.7% | +3.2% | -5.9% | -3.4% |
| 30D | +0.9% | -9.0% | +10.0% | +3.0% |
| 3M | +8.7% | +15.1% | -6.4% | +4.3% |
| 6M | +2.4% | +38.1% | -35.7% | -6.5% |
| YTD | -5.2% | +80.7% | -85.8% | -19.0% |
| 1Y | -4.4% | +167.5% | -171.9% | -26.0% |
| 3Y | +45.1% | +366.0% | -320.9% | -5.0% |
| 5Y | +31.5% | +1,088.8% | -1,057.3% | -33.2% |
| 10Y | +380.7% | +1,055.0% | -674.2% | +106.9% |
| All | +6,011.4% | +1,097.9% | +4,913.5% | +1,951.3% |
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