+578.8%
MS vs ATI
+1,119.3%
-540.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.0% | +1.5% |
| 7D | +0.7% | +6.0% | -5.3% | -1.1% |
| 30D | -0.9% | -3.6% | +2.7% | -0.2% |
| 3M | -13.0% | -18.9% | +5.9% | -7.8% |
| 6M | -2.0% | +16.7% | -18.7% | -7.7% |
| YTD | +7.8% | +61.1% | -53.3% | -8.9% |
| 1Y | +17.9% | +89.3% | -71.4% | -5.4% |
| 3Y | +174.8% | +333.3% | -158.5% | +62.0% |
| 5Y | +119.9% | +954.5% | -834.6% | -6.2% |
| 10Y | +578.8% | +1,067.0% | -488.1% | +151.7% |
| All | +578.8% | +1,119.3% | -540.5% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling