-2.7%
MSI vs ATI
+166.4%
-169.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.0% | +2.4% | -6.4% | -4.2% |
| 30D | -0.5% | -9.5% | +9.0% | +0.5% |
| 3M | +11.4% | +10.4% | +1.0% | +9.9% |
| 6M | +1.0% | +31.8% | -30.8% | -3.1% |
| YTD | +20.7% | +80.0% | -59.3% | +13.2% |
| 1Y | -2.7% | +175.8% | -178.5% | -12.0% |
| All | -2.7% | +166.4% | -169.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling