-19.0%
MSFU vs ATI
+166.4%
-185.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.3% | +2.4% | -4.7% | -2.4% |
| 30D | -6.3% | -9.5% | +3.2% | -6.0% |
| 3M | +40.0% | +10.4% | +29.6% | +38.9% |
| 6M | +30.1% | +31.8% | -1.7% | +26.5% |
| YTD | -10.3% | +80.0% | -90.3% | -19.2% |
| 1Y | -19.0% | +175.8% | -194.9% | -34.1% |
| All | -19.0% | +166.4% | -185.5% | -34.1% |
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