-75.5%
MSTU vs ATI
+13.5%
-89.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.7% | -1.3% | -3.3% |
| 7D | -25.8% | +4.2% | -30.0% | -27.4% |
| 30D | -43.9% | -2.5% | -41.3% | -42.6% |
| 3M | +2.9% | -19.4% | +22.3% | +10.1% |
| 6M | -75.5% | +11.1% | -86.6% | -80.5% |
| All | -75.5% | +13.5% | -89.0% | -80.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling