+514.9%
MKSI vs ATI
+1,154.1%
-639.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -5.6% | +8.3% | +5.0% |
| 30D | -12.8% | -13.7% | +0.9% | -7.6% |
| 3M | -22.5% | -0.4% | -22.2% | -22.1% |
| 6M | +19.4% | +26.2% | -6.8% | +10.0% |
| YTD | +67.7% | +73.2% | -5.5% | +37.9% |
| 1Y | +131.4% | +161.6% | -30.2% | +63.3% |
| 3Y | +197.3% | +346.2% | -148.8% | +72.1% |
| 5Y | +87.0% | +1,047.6% | -960.7% | -21.9% |
| All | +514.9% | +1,154.1% | -639.1% | +138.9% |
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