+1,725.6%
MSFT vs ATI
+1,117.2%
+608.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +2.7% | +2.7% | 0.0% | +2.1% |
| 3M | +17.0% | +16.3% | +0.6% | +13.2% |
| 6M | +23.8% | +30.2% | -6.4% | +16.6% |
| YTD | +4.0% | +83.6% | -79.6% | -8.4% |
| 1Y | -0.8% | +173.0% | -173.8% | -19.2% |
| 3Y | +55.6% | +356.6% | -301.0% | +11.6% |
| 5Y | +72.9% | +1,074.2% | -1,001.3% | +1.0% |
| 10Y | +875.8% | +1,136.2% | -260.4% | +390.8% |
| All | +1,725.6% | +1,117.2% | +608.4% | +527.9% |
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