+254.1%
MP vs ATI
+1,701.1%
-1,447.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.5% | +2.9% |
| 7D | -10.5% | +6.2% | -16.7% | -13.0% |
| 30D | -23.5% | -7.1% | -16.5% | -21.4% |
| 3M | -25.4% | -21.3% | -4.1% | -17.5% |
| 6M | -51.3% | +6.5% | -57.7% | -53.1% |
| YTD | -29.9% | +53.2% | -83.1% | -42.6% |
| 1Y | -31.8% | +82.7% | -114.6% | -48.2% |
| 3Y | +127.0% | +314.3% | -187.3% | +8.6% |
| 5Y | -3.3% | +890.9% | -894.2% | -68.9% |
| All | +254.1% | +1,701.1% | -1,447.0% | -4.2% |
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