+2.8%
MOS vs ATI
+1,119.3%
-1,116.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.3% | -0.1% |
| 7D | +19.7% | +6.0% | +13.6% | +16.7% |
| 30D | +21.5% | -3.6% | +25.1% | +22.1% |
| 3M | -0.4% | -18.9% | +18.4% | +6.0% |
| 6M | +4.5% | +16.7% | -12.2% | -4.1% |
| YTD | -2.9% | +61.1% | -64.0% | -22.6% |
| 1Y | -7.7% | +89.3% | -97.0% | -31.1% |
| 3Y | -25.6% | +333.3% | -359.0% | -63.3% |
| 5Y | -31.2% | +954.5% | -985.6% | -77.3% |
| 10Y | +2.8% | +1,067.0% | -1,064.2% | -69.7% |
| All | +2.8% | +1,119.3% | -1,116.5% | -69.7% |
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