+15.9%
MS vs ATI
+87.1%
-71.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.0% | +1.7% |
| 7D | +0.7% | +6.0% | -5.3% | -0.9% |
| 30D | -0.9% | -3.6% | +2.7% | -0.3% |
| 3M | -13.0% | -18.9% | +5.9% | -8.1% |
| 6M | -2.0% | +16.7% | -18.7% | -7.5% |
| YTD | +7.8% | +61.1% | -53.3% | -9.6% |
| All | +15.9% | +87.1% | -71.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling