+210.8%
MGY vs ATI
+1,111.4%
-900.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.5% | +2.4% | -0.9% | +0.6% |
| 30D | +6.8% | -9.5% | +16.3% | +10.4% |
| 3M | +2.6% | +10.4% | -7.8% | -2.4% |
| 6M | -3.1% | +31.8% | -34.9% | -15.6% |
| YTD | +29.4% | +80.0% | -50.6% | -0.8% |
| 1Y | +22.3% | +175.8% | -153.5% | -21.5% |
| 3Y | +26.6% | +364.2% | -337.7% | -38.3% |
| 5Y | +92.1% | +1,076.9% | -984.8% | -40.0% |
| All | +210.8% | +1,111.4% | -900.5% | -7.9% |
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