-40.7%
MP vs ATI
+91.4%
-132.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.9% |
| 7D | +2.3% | +4.7% | -2.4% | -0.5% |
| 30D | -15.3% | -0.2% | -15.1% | -15.5% |
| 3M | -33.5% | -18.5% | -15.0% | -23.7% |
| 6M | -45.5% | +16.4% | -61.9% | -52.9% |
| YTD | -27.3% | +63.4% | -90.7% | -57.0% |
| 1Y | -40.7% | +91.5% | -132.2% | -69.5% |
| All | -40.7% | +91.4% | -132.1% | -69.5% |
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