+1,847.8%
MSFT vs ATI
+955.8%
+892.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.0% |
| 7D | +2.3% | +1.3% | +1.0% | +2.1% |
| 30D | -0.4% | -4.8% | +4.4% | +0.3% |
| 3M | +5.6% | -19.9% | +25.5% | +9.4% |
| 6M | +29.0% | +15.4% | +13.6% | +24.3% |
| YTD | +10.9% | +59.2% | -48.3% | -0.1% |
| 1Y | +6.2% | +86.3% | -80.0% | -7.2% |
| 3Y | +47.6% | +318.2% | -270.6% | +7.4% |
| 5Y | +67.9% | +958.6% | -890.7% | -0.1% |
| 10Y | +922.9% | +996.8% | -73.9% | +428.1% |
| All | +1,847.8% | +955.8% | +892.1% | +584.7% |
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