-8.9%
MSFU vs ATI
+77.9%
-86.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -1.9% |
| 7D | +2.5% | +6.2% | -3.7% | +2.6% |
| 30D | -1.3% | -7.1% | +5.8% | -1.5% |
| 3M | +8.6% | -21.3% | +30.0% | +7.6% |
| 6M | +48.4% | +6.5% | +41.9% | +49.2% |
| YTD | +1.6% | +53.2% | -51.6% | -1.4% |
| All | -8.9% | +77.9% | -86.8% | -14.1% |
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