+264.6%
MP vs ATI
+1,772.1%
-1,507.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -1.0% | +1.2% |
| 7D | -3.6% | +1.3% | -4.9% | -4.1% |
| 30D | -21.0% | -4.8% | -16.2% | -19.6% |
| 3M | -33.3% | -19.9% | -13.4% | -26.8% |
| 6M | -45.9% | +15.4% | -61.3% | -49.9% |
| YTD | -27.8% | +59.2% | -87.0% | -42.0% |
| 1Y | -43.2% | +86.3% | -129.4% | -57.3% |
| 3Y | +144.0% | +318.2% | -174.2% | +16.5% |
| 5Y | -6.1% | +958.6% | -964.7% | -70.7% |
| All | +264.6% | +1,772.1% | -1,507.5% | -3.1% |
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 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