+367.8%
MSI vs ATI
+1,117.2%
-749.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.6% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +6.8% | +2.7% | +4.1% | +6.1% |
| 3M | +14.3% | +16.3% | -2.0% | +9.8% |
| 6M | -1.6% | +30.2% | -31.7% | -8.3% |
| YTD | +22.8% | +83.6% | -60.8% | +5.7% |
| 1Y | -1.1% | +173.0% | -174.1% | -22.7% |
| 3Y | +70.5% | +356.6% | -286.2% | +13.2% |
| 5Y | +102.8% | +1,074.2% | -971.4% | +3.9% |
| 10Y | +597.4% | +1,136.2% | -538.8% | +196.5% |
| All | +367.8% | +1,117.2% | -749.4% | +30.5% |
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