+70.7%
MSFU vs ATI
+604.2%
-533.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.3% | +2.4% | -4.7% | -3.0% |
| 30D | -6.3% | -9.5% | +3.2% | -4.0% |
| 3M | +40.0% | +10.4% | +29.6% | +35.2% |
| 6M | +30.1% | +31.8% | -1.7% | +18.4% |
| YTD | -10.3% | +80.0% | -90.3% | -26.6% |
| 1Y | -19.0% | +175.8% | -194.9% | -42.6% |
| 3Y | +25.8% | +364.2% | -338.4% | -28.5% |
| All | +70.7% | +604.2% | -533.5% | -21.5% |
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