+62.9%
MNST vs ATI
+320.9%
-258.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -4.5% |
| 7D | -3.4% | +6.2% | -9.6% | -3.6% |
| 30D | +6.6% | -7.1% | +13.7% | +6.8% |
| 3M | -2.9% | -21.3% | +18.4% | -2.2% |
| 6M | +18.4% | +6.5% | +12.0% | +17.5% |
| YTD | +19.3% | +53.2% | -33.9% | +16.3% |
| 1Y | +37.9% | +82.7% | -44.8% | +33.6% |
| 3Y | +62.9% | +314.3% | -251.4% | +48.1% |
| All | +62.9% | +320.9% | -258.0% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling