-10.9%
MP vs ATI
+959.5%
-970.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +5.3% |
| 7D | +9.5% | +4.2% | +5.3% | +7.3% |
| 30D | -3.0% | -2.5% | -0.4% | -2.4% |
| 3M | -30.4% | -19.4% | -10.9% | -23.5% |
| 6M | -39.2% | +11.1% | -50.3% | -42.8% |
| YTD | -23.3% | +59.5% | -82.8% | -39.0% |
| 1Y | -32.6% | +85.8% | -118.4% | -49.9% |
| 3Y | +159.3% | +311.9% | -152.6% | +17.2% |
| All | -10.9% | +959.5% | -970.4% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling