+8.9%
MSCI vs ATI
+373.5%
-364.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.6% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | +0.6% | +2.7% | -2.1% | +0.1% |
| 3M | -7.1% | +16.3% | -23.4% | -9.3% |
| 6M | +0.8% | +30.2% | -29.3% | -3.6% |
| YTD | +1.0% | +83.6% | -82.6% | -9.3% |
| 1Y | +4.3% | +173.0% | -168.7% | -13.3% |
| All | +8.9% | +373.5% | -364.6% | -22.7% |
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 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