+103.9%
MSFU vs ATI
+530.2%
-426.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +4.2% |
| 7D | +14.6% | +6.0% | +8.6% | +13.0% |
| 30D | +2.1% | -3.6% | +5.8% | +2.8% |
| 3M | +14.7% | -18.9% | +33.5% | +20.2% |
| 6M | +55.7% | +16.7% | +39.0% | +46.7% |
| YTD | +7.1% | +61.1% | -54.0% | -10.2% |
| 1Y | -0.5% | +89.3% | -89.8% | -21.0% |
| 3Y | +35.7% | +333.3% | -297.6% | -22.1% |
| All | +103.9% | +530.2% | -426.4% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling