-87.5%
MSTU vs ATI
+232.2%
-319.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.1% |
| 7D | +12.9% | +2.4% | +10.5% | +10.6% |
| 30D | +68.3% | -9.5% | +77.8% | +84.6% |
| 3M | +0.4% | +10.4% | -10.0% | -13.2% |
| 6M | -41.5% | +31.8% | -73.3% | -59.6% |
| YTD | -61.7% | +80.0% | -141.7% | -81.5% |
| 1Y | -93.7% | +175.8% | -269.5% | -98.3% |
| All | -87.5% | +232.2% | -319.7% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling