+607.1%
MS vs ATI
+1,108.2%
-501.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.9% |
| 7D | -1.6% | +6.2% | -7.7% | -3.4% |
| 30D | -3.8% | -7.1% | +3.3% | -2.0% |
| 3M | -14.6% | -21.3% | +6.7% | -8.6% |
| 6M | -5.1% | +6.5% | -11.6% | -8.1% |
| YTD | +4.5% | +53.2% | -48.7% | -10.4% |
| 1Y | +13.5% | +82.7% | -69.2% | -8.0% |
| 3Y | +160.4% | +314.3% | -153.9% | +55.3% |
| 5Y | +112.9% | +890.9% | -778.1% | -7.8% |
| All | +607.1% | +1,108.2% | -501.1% | +153.1% |
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