+5,778.3%
MU vs ATI
+1,051.1%
+4,727.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | +7.2% | +3.2% | +4.0% | +6.0% |
| 30D | +14.0% | -9.0% | +23.0% | +17.8% |
| 3M | +5.4% | +15.1% | -9.7% | +0.9% |
| 6M | +170.3% | +38.1% | +132.1% | +143.7% |
| YTD | +250.7% | +80.7% | +170.0% | +189.5% |
| 1Y | +662.1% | +167.5% | +494.6% | +451.9% |
| 3Y | +1,341.2% | +366.0% | +975.2% | +757.6% |
| 5Y | +1,319.3% | +1,088.8% | +230.6% | +516.4% |
| 10Y | +5,778.3% | +1,055.0% | +4,723.3% | +2,406.9% |
| All | +5,778.3% | +1,051.1% | +4,727.2% | +2,406.9% |
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