+145.1%
MS vs ATI
+1,074.8%
-929.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.6% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | -0.3% | +2.7% | -3.0% | -1.3% |
| 3M | +0.3% | +16.3% | -16.0% | -4.4% |
| 6M | +31.3% | +30.2% | +1.2% | +20.5% |
| YTD | +24.7% | +83.6% | -58.9% | +3.6% |
| 1Y | +47.9% | +173.0% | -125.1% | +8.9% |
| 3Y | +178.3% | +356.6% | -178.3% | +69.0% |
| All | +145.1% | +1,074.8% | -929.8% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling