+555.1%
MS vs ATI
+872.7%
-317.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.0% | +0.1% | -3.8% |
| 7D | -3.4% | -3.8% | +0.4% | -2.1% |
| 30D | -3.9% | -13.5% | +9.6% | +0.8% |
| 3M | -15.9% | -17.9% | +2.0% | -10.6% |
| 6M | -2.5% | +8.4% | -10.8% | -6.8% |
| YTD | +5.1% | +46.7% | -41.6% | -10.9% |
| 1Y | +13.0% | +74.5% | -61.5% | -10.2% |
| 3Y | +160.7% | +303.7% | -143.0% | +43.7% |
| 5Y | +114.0% | +848.9% | -734.9% | -18.5% |
| 10Y | +637.5% | +1,089.7% | -452.2% | +106.4% |
| All | +555.1% | +872.7% | -317.6% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling