+118.9%
MSI vs ATI
+871.8%
-752.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.0% |
| 7D | +4.7% | +6.2% | -1.5% | +3.8% |
| 30D | +14.8% | -7.1% | +21.8% | +15.5% |
| 3M | +8.8% | -21.3% | +30.1% | +11.8% |
| 6M | +19.3% | +6.5% | +12.8% | +17.2% |
| YTD | +35.3% | +53.2% | -17.8% | +25.9% |
| 1Y | +33.8% | +82.7% | -48.9% | +21.3% |
| 3Y | +74.4% | +314.3% | -239.9% | +33.5% |
| All | +118.9% | +871.8% | -752.9% | +41.6% |
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