+71.4%
MSFT vs ATI
+1,101.9%
-1,030.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -1.4% | +3.2% | -4.6% | -1.9% |
| 30D | -1.0% | -9.0% | +8.0% | +0.3% |
| 3M | +20.2% | +15.1% | +5.1% | +17.1% |
| 6M | +21.3% | +38.1% | -16.9% | +14.1% |
| YTD | +2.8% | +80.7% | -77.9% | -8.0% |
| 1Y | 0.0% | +167.5% | -167.5% | -16.8% |
| 3Y | +51.2% | +366.0% | -314.8% | +9.6% |
| 5Y | +71.4% | +1,088.8% | -1,017.3% | +10.1% |
| All | +71.4% | +1,101.9% | -1,030.4% | +10.1% |
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