+445.3%
MP vs ATI
+2,058.3%
-1,613.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | 0.0% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | +13.8% | +2.7% | +11.1% | +12.0% |
| 3M | -16.7% | +16.3% | -33.0% | -22.4% |
| 6M | -11.5% | +30.2% | -41.7% | -21.8% |
| YTD | +7.9% | +83.6% | -75.6% | -18.0% |
| 1Y | -15.0% | +173.0% | -188.0% | -46.2% |
| 3Y | +153.5% | +356.6% | -203.1% | +17.0% |
| 5Y | +58.7% | +1,074.2% | -1,015.5% | -52.7% |
| All | +445.3% | +2,058.3% | -1,613.0% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling