+1,209.8%
MET vs ATI
+1,425.6%
-215.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.6% |
| 7D | +1.2% | -0.1% | +1.2% | +1.1% |
| 30D | +1.4% | +2.7% | -1.3% | +0.3% |
| 3M | +17.7% | +16.3% | +1.4% | +11.0% |
| 6M | +35.0% | +30.2% | +4.8% | +21.6% |
| YTD | +26.3% | +83.6% | -57.3% | +1.2% |
| 1Y | +22.8% | +173.0% | -150.2% | -14.4% |
| 3Y | +65.9% | +356.6% | -290.7% | -7.3% |
| 5Y | +85.4% | +1,074.2% | -988.8% | -27.8% |
| 10Y | +253.7% | +1,136.2% | -882.5% | +13.4% |
| All | +1,209.8% | +1,425.6% | -215.8% | +208.3% |
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