-88.4%
MSTU vs ATI
+88.3%
-176.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.4% | -14.3% | -13.9% |
| 7D | -23.0% | +13.0% | -36.0% | -29.6% |
| 30D | -47.7% | +0.2% | -47.9% | -47.5% |
| 3M | +12.5% | -17.5% | +30.0% | +27.8% |
| 6M | -76.1% | +18.1% | -94.2% | -80.7% |
| YTD | -75.5% | +65.7% | -141.2% | -84.4% |
| All | -88.4% | +88.3% | -176.7% | -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