-43.2%
MP vs ATI
+85.0%
-128.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -1.0% | +0.5% |
| 7D | -3.6% | +1.3% | -4.9% | -4.4% |
| 30D | -21.0% | -4.8% | -16.2% | -18.8% |
| 3M | -33.3% | -19.9% | -13.4% | -22.7% |
| 6M | -45.9% | +15.4% | -61.3% | -53.1% |
| YTD | -27.8% | +59.2% | -87.0% | -56.8% |
| 1Y | -43.2% | +86.3% | -129.4% | -70.9% |
| All | -43.2% | +85.0% | -128.1% | -70.9% |
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