+428.4%
MSI vs ATI
+955.8%
-527.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +7.4% | +1.3% | +6.1% | +6.9% |
| 30D | +18.7% | -4.8% | +23.5% | +19.4% |
| 3M | +14.5% | -19.9% | +34.4% | +19.2% |
| 6M | +38.1% | +15.4% | +22.7% | +31.7% |
| YTD | +38.7% | +59.2% | -20.5% | +22.3% |
| 1Y | +35.4% | +86.3% | -50.9% | +15.0% |
| 3Y | +75.1% | +318.2% | -243.1% | +17.9% |
| 5Y | +126.4% | +958.6% | -832.2% | +18.4% |
| 10Y | +671.4% | +996.8% | -325.4% | +237.6% |
| All | +428.4% | +955.8% | -527.3% | +51.0% |
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 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