+14.0%
MSCI vs ATI
+86.5%
-72.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.5% |
| 7D | +2.7% | +1.3% | +1.3% | +2.9% |
| 30D | +16.2% | -4.8% | +21.0% | +15.4% |
| 3M | +17.1% | -19.9% | +37.0% | +13.3% |
| 6M | +13.0% | +15.4% | -2.3% | +14.2% |
| YTD | +15.8% | +59.2% | -43.5% | +20.5% |
| All | +14.0% | +86.5% | -72.5% | +15.7% |
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