+542.0%
MS vs ATI
+961.4%
-419.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.9% |
| 7D | +5.1% | +4.2% | +0.9% | +3.7% |
| 30D | +5.7% | -2.5% | +8.2% | +6.0% |
| 3M | -12.2% | -19.4% | +7.3% | -6.8% |
| 6M | -0.5% | +11.1% | -11.6% | -4.9% |
| YTD | +9.8% | +59.5% | -49.7% | -7.0% |
| 1Y | +17.7% | +85.8% | -68.0% | -5.0% |
| 3Y | +176.8% | +311.9% | -135.1% | +66.0% |
| 5Y | +123.7% | +963.2% | -839.5% | -4.6% |
| All | +542.0% | +961.4% | -419.4% | +144.2% |
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