+42.7%
MKSI vs ATI
+86.4%
-43.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.4% |
| 7D | -10.7% | +8.3% | -19.0% | -16.6% |
| 30D | -30.5% | -7.3% | -23.2% | -26.1% |
| 3M | -39.2% | -10.5% | -28.6% | -34.2% |
| 6M | -33.0% | +16.4% | -49.4% | -40.2% |
| YTD | +22.3% | +56.1% | -33.7% | -10.1% |
| 1Y | +42.7% | +86.5% | -43.8% | -4.2% |
| All | +42.7% | +86.4% | -43.7% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling