+1,210.0%
MKSI vs ATI
+1,093.4%
+116.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | +6.6% | +2.4% | +4.2% | +5.8% |
| 30D | -8.2% | -9.5% | +1.3% | -5.1% |
| 3M | -16.4% | +10.4% | -26.8% | -18.7% |
| 6M | +23.0% | +31.8% | -8.8% | +13.0% |
| YTD | +68.2% | +80.0% | -11.8% | +39.7% |
| 1Y | +148.6% | +175.8% | -27.3% | +79.2% |
| 3Y | +196.0% | +364.2% | -168.3% | +78.9% |
| 5Y | +87.4% | +1,076.9% | -989.5% | -17.7% |
| 10Y | +523.8% | +1,178.1% | -654.3% | +126.6% |
| All | +1,210.0% | +1,093.4% | +116.6% | +178.4% |
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