-92.4%
MSTU vs ATI
+194.5%
-286.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.7% | -1.3% | -1.4% |
| 7D | -25.8% | +4.2% | -30.0% | -29.2% |
| 30D | -43.9% | -2.5% | -41.3% | -42.8% |
| 3M | +2.9% | -19.4% | +22.3% | +25.8% |
| 6M | -75.5% | +11.1% | -86.6% | -79.7% |
| YTD | -76.7% | +59.5% | -136.3% | -87.4% |
| 1Y | -88.9% | +85.8% | -174.7% | -95.1% |
| All | -92.4% | +194.5% | -286.9% | -98.5% |
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 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