-24.5%
MOS vs ATI
+303.0%
-327.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.0% | +9.3% | +4.4% |
| 7D | +22.5% | -3.8% | +26.3% | +23.1% |
| 30D | +6.6% | -13.5% | +20.2% | +9.3% |
| 3M | -3.8% | -17.9% | +14.1% | -0.9% |
| 6M | -2.2% | +8.4% | -10.6% | -5.6% |
| YTD | -4.8% | +46.7% | -51.5% | -15.0% |
| 1Y | -11.7% | +74.5% | -86.2% | -24.3% |
| All | -24.5% | +303.0% | -327.5% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling