+885.0%
MSFT vs ATI
+1,068.2%
-183.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.0% | +2.4% | -3.4% | -1.4% |
| 30D | -2.7% | -9.5% | +6.8% | -1.3% |
| 3M | +22.1% | +10.4% | +11.7% | +19.9% |
| 6M | +20.6% | +31.8% | -11.2% | +14.8% |
| YTD | +2.3% | +80.0% | -77.7% | -7.4% |
| 1Y | -0.5% | +175.8% | -176.4% | -15.9% |
| 3Y | +50.5% | +364.2% | -313.7% | +14.5% |
| 5Y | +72.3% | +1,076.9% | -1,004.5% | +12.2% |
| 10Y | +885.0% | +1,178.1% | -293.1% | +515.6% |
| All | +885.0% | +1,068.2% | -183.2% | +515.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling