-92.7%
MSTU vs ATI
+176.2%
-268.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -5.1% |
| 7D | +21.3% | -0.1% | +21.4% | +21.3% |
| 30D | +90.8% | +2.7% | +88.1% | +83.7% |
| 3M | -6.8% | +16.3% | -23.1% | -20.1% |
| 6M | -39.8% | +30.2% | -70.0% | -53.9% |
| YTD | -55.7% | +83.6% | -139.2% | -72.8% |
| 1Y | -92.7% | +173.0% | -265.7% | -96.5% |
| All | -92.7% | +176.2% | -268.9% | -96.5% |
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 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