+4,598.6%
MU vs ATI
+987.1%
+3,611.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +10.9% |
| 7D | +2.0% | +4.7% | -2.7% | +0.8% |
| 30D | -18.0% | -0.2% | -17.7% | -17.8% |
| 3M | -6.6% | -18.5% | +11.9% | +0.6% |
| 6M | +2.0% | +16.4% | -14.3% | -2.1% |
| YTD | +184.5% | +63.4% | +121.1% | +142.2% |
| 1Y | +236.9% | +91.5% | +145.3% | +172.3% |
| 3Y | +987.0% | +329.2% | +657.7% | +558.7% |
| 5Y | +1,014.6% | +966.7% | +47.9% | +391.2% |
| All | +4,598.6% | +987.1% | +3,611.4% | +1,925.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling