-44.8%
MP vs ATI
+77.9%
-122.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.5% | +2.2% |
| 7D | -10.5% | +6.2% | -16.7% | -13.9% |
| 30D | -23.5% | -7.1% | -16.5% | -20.2% |
| 3M | -25.4% | -21.3% | -4.1% | -12.8% |
| 6M | -51.3% | +6.5% | -57.7% | -55.3% |
| YTD | -29.9% | +53.2% | -83.1% | -57.1% |
| All | -44.8% | +77.9% | -122.8% | -71.1% |
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 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