-31.2%
MOS vs ATI
+958.1%
-989.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.3% | +0.3% |
| 7D | +19.7% | +6.0% | +13.6% | +17.2% |
| 30D | +21.5% | -3.6% | +25.1% | +22.1% |
| 3M | -0.4% | -18.9% | +18.4% | +5.2% |
| 6M | +4.5% | +16.7% | -12.2% | -3.1% |
| YTD | -2.9% | +61.1% | -64.0% | -20.6% |
| 1Y | -7.7% | +89.3% | -97.0% | -28.9% |
| 3Y | -25.6% | +333.3% | -359.0% | -62.2% |
| 5Y | -31.2% | +954.5% | -985.6% | -77.3% |
| All | -31.2% | +958.1% | -989.3% | -77.3% |
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