-19.6%
MSFU vs ATI
+176.2%
-195.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.2% | -4.3% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +4.2% | +2.7% | +1.5% | +4.0% |
| 3M | +27.9% | +16.3% | +11.6% | +26.6% |
| 6M | +37.1% | +30.2% | +6.9% | +33.8% |
| YTD | -7.4% | +83.6% | -90.9% | -16.2% |
| 1Y | -19.6% | +173.0% | -192.6% | -33.3% |
| All | -19.6% | +176.2% | -195.8% | -33.3% |
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