+219.2%
ATI vs MSTZ
-99.1%
+318.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.6% | -0.4% |
| 7D | -5.6% | +17.0% | -22.7% | -4.5% |
| 30D | -13.7% | -61.8% | +48.0% | -18.2% |
| 3M | -0.4% | -54.6% | +54.2% | -2.7% |
| 6M | +26.2% | -59.3% | +85.5% | +24.8% |
| YTD | +73.2% | -74.6% | +147.8% | +71.2% |
| 1Y | +161.6% | -18.8% | +180.4% | +191.9% |
| All | +219.2% | -99.1% | +318.3% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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