-85.6%
MSTU vs ATI
+238.8%
-324.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -6.2% |
| 7D | +21.3% | -0.1% | +21.4% | +21.3% |
| 30D | +90.8% | +2.7% | +88.1% | +81.4% |
| 3M | -6.8% | +16.3% | -23.1% | -24.4% |
| 6M | -39.8% | +30.2% | -70.0% | -57.5% |
| YTD | -55.7% | +83.6% | -139.2% | -79.1% |
| 1Y | -92.7% | +173.0% | -265.7% | -97.9% |
| All | -85.6% | +238.8% | -324.4% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling