+2,715.8%
MSCI vs ATI
+123.7%
+2,592.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -3.3% |
| 7D | +2.8% | +6.2% | -3.3% | +1.3% |
| 30D | +15.4% | -7.1% | +22.5% | +16.8% |
| 3M | +13.4% | -21.3% | +34.7% | +19.0% |
| 6M | +10.9% | +6.5% | +4.4% | +7.1% |
| YTD | +13.0% | +53.2% | -40.2% | -1.2% |
| 1Y | +12.0% | +82.7% | -70.7% | -6.3% |
| 3Y | +34.1% | +314.3% | -280.2% | -12.2% |
| 5Y | +3.9% | +890.9% | -887.0% | -46.8% |
| 10Y | +802.0% | +1,142.3% | -340.3% | +254.6% |
| All | +2,715.8% | +123.7% | +2,592.1% | +1,319.8% |
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