+663.4%
MSI vs ATI
+961.4%
-298.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.8% |
| 7D | +3.2% | +4.2% | -0.9% | +2.5% |
| 30D | +17.6% | -2.5% | +20.1% | +17.6% |
| 3M | +14.5% | -19.4% | +33.9% | +18.0% |
| 6M | +34.3% | +11.1% | +23.2% | +30.4% |
| YTD | +39.7% | +59.5% | -19.8% | +27.0% |
| 1Y | +40.2% | +85.8% | -45.6% | +24.0% |
| 3Y | +77.1% | +311.9% | -234.8% | +31.0% |
| 5Y | +124.0% | +963.2% | -839.2% | +35.0% |
| All | +663.4% | +961.4% | -298.0% | +308.9% |
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 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