+122.9%
MS vs ATI
+959.5%
-836.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.8% |
| 7D | +5.1% | +4.2% | +0.9% | +3.8% |
| 30D | +5.7% | -2.5% | +8.2% | +6.0% |
| 3M | -12.2% | -19.4% | +7.3% | -7.1% |
| 6M | -0.5% | +11.1% | -11.6% | -4.6% |
| YTD | +9.8% | +59.5% | -49.7% | -5.8% |
| 1Y | +17.7% | +85.8% | -68.0% | -3.5% |
| 3Y | +176.8% | +311.9% | -135.1% | +70.8% |
| All | +122.9% | +959.5% | -836.6% | +8.0% |
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