+160.4%
MS vs ATI
+320.9%
-160.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.8% |
| 7D | -1.6% | +6.2% | -7.7% | -3.2% |
| 30D | -3.8% | -7.1% | +3.3% | -2.1% |
| 3M | -14.6% | -21.3% | +6.7% | -9.1% |
| 6M | -5.1% | +6.5% | -11.6% | -7.8% |
| YTD | +4.5% | +53.2% | -48.7% | -9.2% |
| 1Y | +13.5% | +82.7% | -69.2% | -6.3% |
| 3Y | +160.4% | +314.3% | -153.9% | +62.9% |
| All | +160.4% | +320.9% | -160.5% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling