+86.8%
MET vs ATI
+947.1%
-860.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.0% |
| 7D | +1.8% | +1.3% | +0.4% | +1.4% |
| 30D | +4.8% | -4.8% | +9.5% | +5.6% |
| 3M | +6.2% | -19.9% | +26.1% | +11.4% |
| 6M | +33.8% | +15.4% | +18.4% | +26.9% |
| YTD | +33.3% | +59.2% | -25.9% | +15.0% |
| 1Y | +36.3% | +86.3% | -49.9% | +12.6% |
| 3Y | +84.6% | +318.2% | -233.6% | +14.3% |
| All | +86.8% | +947.1% | -860.3% | -12.1% |
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