+110.9%
MO vs ATI
+1,154.1%
-1,043.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -5.6% | +5.8% | +0.7% |
| 30D | +7.1% | -13.7% | +20.9% | +8.7% |
| 3M | -2.0% | -0.4% | -1.6% | -2.3% |
| 6M | +7.3% | +26.2% | -18.9% | +3.8% |
| YTD | +23.5% | +73.2% | -49.7% | +15.1% |
| 1Y | +11.0% | +161.6% | -150.6% | -1.5% |
| 3Y | +95.0% | +346.2% | -251.2% | +57.4% |
| 5Y | +100.6% | +1,047.6% | -947.0% | +39.0% |
| All | +110.9% | +1,154.1% | -1,043.2% | +34.0% |
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 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