-75.7%
MSTU vs ATI
+20.2%
-95.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.7% |
| 7D | -27.7% | +4.7% | -32.4% | -29.0% |
| 30D | -40.3% | -0.2% | -40.0% | -39.6% |
| 3M | +26.4% | -18.5% | +44.9% | +33.9% |
| 6M | -75.7% | +16.4% | -92.1% | -81.1% |
| All | -75.7% | +20.2% | -95.9% | -81.1% |
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 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