+938.2%
MU vs ATI
+959.5%
-21.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -0.7% |
| 7D | +12.8% | +4.2% | +8.6% | +10.8% |
| 30D | -14.9% | -2.5% | -12.3% | -13.7% |
| 3M | -18.0% | -19.4% | +1.4% | -9.3% |
| 6M | -3.1% | +11.1% | -14.2% | -6.4% |
| YTD | +172.9% | +59.5% | +113.4% | +125.5% |
| 1Y | +228.8% | +85.8% | +143.1% | +155.8% |
| 3Y | +950.8% | +311.9% | +638.9% | +480.6% |
| All | +938.2% | +959.5% | -21.3% | +301.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling