+1,274.9%
MET vs ATI
+1,277.2%
-2.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.5% |
| 7D | +2.1% | +13.0% | -10.8% | -1.9% |
| 30D | +1.8% | +0.2% | +1.6% | +1.1% |
| 3M | +6.0% | -17.5% | +23.5% | +11.7% |
| 6M | +31.1% | +18.1% | +13.0% | +21.6% |
| YTD | +32.6% | +65.7% | -33.1% | +8.8% |
| 1Y | +30.5% | +91.9% | -61.5% | +1.9% |
| 3Y | +83.6% | +335.2% | -251.7% | +3.5% |
| 5Y | +84.2% | +1,004.3% | -920.1% | -27.1% |
| 10Y | +196.6% | +1,019.2% | -822.7% | -1.3% |
| All | +1,274.9% | +1,277.2% | -2.3% | +231.5% |
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