+64.1%
MSFT vs ATI
+871.8%
-807.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.7% |
| 7D | +1.7% | +6.2% | -4.5% | +0.7% |
| 30D | +0.2% | -7.1% | +7.2% | +1.1% |
| 3M | +6.4% | -21.3% | +27.7% | +9.8% |
| 6M | +28.7% | +6.5% | +22.2% | +26.1% |
| YTD | +10.4% | +53.2% | -42.8% | +0.7% |
| 1Y | +7.6% | +82.7% | -75.1% | -5.1% |
| 3Y | +52.3% | +314.3% | -262.0% | +10.4% |
| All | +64.1% | +871.8% | -807.7% | +1.6% |
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 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