+194.0%
ATI vs MSTZ
-99.2%
+293.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.7% | -3.4% |
| 7D | +4.2% | +30.8% | -26.6% | +6.2% |
| 30D | -2.5% | +41.2% | -43.7% | +0.7% |
| 3M | -19.4% | -60.9% | +41.5% | -22.0% |
| 6M | +11.1% | -15.7% | +26.8% | +16.8% |
| YTD | +59.5% | -75.2% | +134.8% | +60.3% |
| 1Y | +85.8% | -59.8% | +145.6% | +95.9% |
| All | +194.0% | -99.2% | +293.1% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling