+913.4%
MSFT vs ATI
+1,002.4%
-89.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.4% | +13.0% | -15.4% | -4.2% |
| 30D | -3.8% | +0.2% | -3.9% | -4.0% |
| 3M | +6.4% | -17.5% | +23.9% | +9.0% |
| 6M | +28.8% | +18.1% | +10.7% | +24.5% |
| YTD | +8.8% | +65.7% | -56.9% | -0.8% |
| 1Y | +3.2% | +91.9% | -88.8% | -8.2% |
| 3Y | +44.8% | +335.2% | -290.5% | +10.2% |
| 5Y | +61.8% | +1,004.3% | -942.5% | +5.0% |
| All | +913.4% | +1,002.4% | -89.0% | +537.3% |
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