+553.7%
MS vs ATI
+1,024.4%
-470.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | -0.7% | -4.8% | +4.1% | +0.4% |
| 3M | -12.4% | -19.9% | +7.6% | -6.8% |
| 6M | -1.7% | +15.4% | -17.1% | -7.2% |
| YTD | +8.0% | +59.2% | -51.2% | -8.4% |
| 1Y | +16.2% | +86.3% | -70.0% | -6.2% |
| 3Y | +171.3% | +318.2% | -146.9% | +61.9% |
| 5Y | +124.8% | +958.6% | -833.9% | -4.0% |
| 10Y | +553.7% | +996.8% | -443.1% | +147.1% |
| All | +553.7% | +1,024.4% | -470.8% | +147.1% |
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