+30.9%
MSFU vs ATI
+320.9%
-289.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.9% |
| 7D | +2.5% | +6.2% | -3.7% | +1.0% |
| 30D | -1.3% | -7.1% | +5.8% | +0.2% |
| 3M | +8.6% | -21.3% | +30.0% | +14.3% |
| 6M | +48.4% | +6.5% | +41.9% | +43.3% |
| YTD | +1.6% | +53.2% | -51.6% | -14.0% |
| 1Y | -5.8% | +82.7% | -88.5% | -25.0% |
| 3Y | +30.9% | +314.3% | -283.4% | -21.0% |
| All | +30.9% | +320.9% | -289.9% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling