+7.6%
MOS vs ATI
+1,108.2%
-1,100.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.5% |
| 7D | +21.6% | +6.2% | +15.4% | +18.5% |
| 30D | +12.0% | -7.1% | +19.1% | +14.0% |
| 3M | -3.9% | -21.3% | +17.4% | +3.5% |
| 6M | -3.3% | +6.5% | -9.8% | -8.1% |
| YTD | -4.6% | +53.2% | -57.8% | -22.5% |
| 1Y | -7.0% | +82.7% | -89.7% | -29.6% |
| 3Y | -24.4% | +314.3% | -338.7% | -62.1% |
| 5Y | -32.1% | +890.9% | -923.0% | -77.1% |
| All | +7.6% | +1,108.2% | -1,100.5% | -68.4% |
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 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