-94.0%
MSTU vs ATI
+163.6%
-257.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.7% | -3.1% | -4.4% |
| 7D | -22.0% | -2.7% | -19.3% | -20.5% |
| 30D | +60.3% | -13.5% | +73.8% | +76.0% |
| 3M | -3.7% | +8.5% | -12.2% | -13.0% |
| 6M | -45.2% | +25.2% | -70.4% | -57.3% |
| YTD | -64.3% | +73.4% | -137.7% | -77.5% |
| 1Y | -94.0% | +160.5% | -254.5% | -97.1% |
| All | -94.0% | +163.6% | -257.7% | -97.1% |
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