+30.6%
MNST vs ATI
+77.9%
-47.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -4.4% |
| 7D | -3.4% | +6.2% | -9.6% | -3.4% |
| 30D | +6.6% | -7.1% | +13.7% | +6.7% |
| 3M | -2.9% | -21.3% | +18.4% | -2.7% |
| 6M | +18.4% | +6.5% | +12.0% | +16.5% |
| YTD | +19.3% | +53.2% | -33.9% | +17.1% |
| All | +30.6% | +77.9% | -47.4% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling