+108.3%
MOS vs ATI
+915.7%
-807.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.6% |
| 7D | +21.6% | +6.2% | +15.4% | +18.4% |
| 30D | +12.0% | -7.1% | +19.1% | +14.1% |
| 3M | -3.9% | -21.3% | +17.4% | +3.8% |
| 6M | -3.3% | +6.5% | -9.8% | -8.2% |
| YTD | -4.6% | +53.2% | -57.8% | -22.8% |
| 1Y | -7.0% | +82.7% | -89.7% | -29.9% |
| 3Y | -24.4% | +314.3% | -338.7% | -62.0% |
| 5Y | -32.1% | +890.9% | -923.0% | -76.7% |
| 10Y | +10.3% | +1,142.3% | -1,132.0% | -70.9% |
| All | +108.3% | +915.7% | -807.4% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling