-9.6%
MOS vs ATI
+1,074.8%
-1,084.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.5% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +10.4% | +2.7% | +7.7% | +8.9% |
| 3M | +12.9% | +16.3% | -3.4% | +6.3% |
| 6M | +1.2% | +30.2% | -28.9% | -9.1% |
| YTD | +9.3% | +83.6% | -74.2% | -13.2% |
| 1Y | -18.0% | +173.0% | -191.0% | -43.8% |
| 3Y | -29.0% | +356.6% | -385.7% | -63.3% |
| All | -9.6% | +1,074.8% | -1,084.4% | -67.9% |
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