+5.6%
MSCI vs ATI
+994.1%
-988.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -0.7% | +13.0% | -13.6% | -2.6% |
| 30D | +16.2% | +0.2% | +16.0% | +15.8% |
| 3M | +16.1% | -17.5% | +33.6% | +19.2% |
| 6M | +12.9% | +18.1% | -5.2% | +7.8% |
| YTD | +14.8% | +65.7% | -50.9% | +1.0% |
| 1Y | +13.8% | +91.9% | -78.1% | -3.2% |
| 3Y | +31.2% | +335.2% | -304.0% | -12.6% |
| 5Y | +5.6% | +1,004.3% | -998.7% | -40.8% |
| All | +5.6% | +994.1% | -988.6% | -40.8% |
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 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