-87.2%
MSTU vs ATI
+86.4%
-173.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.7% | +11.0% | +10.8% |
| 7D | -4.8% | +8.3% | -13.2% | -9.6% |
| 30D | -29.6% | -7.3% | -22.3% | -25.3% |
| 3M | +69.4% | -10.5% | +79.9% | +78.1% |
| 6M | -62.2% | +16.4% | -78.6% | -70.1% |
| YTD | -61.1% | +56.1% | -117.1% | -75.7% |
| 1Y | -87.2% | +86.5% | -173.7% | -92.8% |
| All | -87.2% | +86.4% | -173.6% | -92.8% |
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