-34.4%
MOS vs ATI
+959.5%
-993.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.5% | +1.9% |
| 7D | -2.0% | +4.2% | -6.1% | -3.3% |
| 30D | +15.3% | -2.5% | +17.8% | +15.3% |
| 3M | +1.5% | -19.4% | +20.9% | +7.4% |
| 6M | -2.0% | +11.1% | -13.1% | -7.7% |
| YTD | -6.5% | +59.5% | -66.1% | -23.4% |
| 1Y | -11.1% | +85.8% | -96.8% | -31.1% |
| 3Y | -30.3% | +311.9% | -342.2% | -63.7% |
| All | -34.4% | +959.5% | -993.9% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling