+274.5%
MP vs ATI
+1,848.4%
-1,573.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.3% |
| 7D | +11.0% | +13.0% | -2.0% | +5.1% |
| 30D | -11.7% | +0.2% | -11.9% | -12.2% |
| 3M | -30.8% | -17.5% | -13.3% | -25.1% |
| 6M | -42.9% | +18.1% | -61.0% | -47.6% |
| YTD | -25.9% | +65.7% | -91.6% | -41.4% |
| 1Y | -37.3% | +91.9% | -129.2% | -53.5% |
| 3Y | +150.7% | +335.2% | -184.6% | +17.5% |
| 5Y | -19.3% | +1,004.3% | -1,023.6% | -75.3% |
| All | +274.5% | +1,848.4% | -1,573.9% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling