+1,315.7%
MU vs ATI
+1,074.8%
+240.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +4.7% |
| 7D | +9.0% | -0.1% | +9.0% | +9.0% |
| 30D | +13.8% | +2.7% | +11.1% | +11.8% |
| 3M | +2.1% | +16.3% | -14.2% | -4.0% |
| 6M | +153.8% | +30.2% | +123.6% | +127.3% |
| YTD | +256.4% | +83.6% | +172.8% | +177.7% |
| 1Y | +719.8% | +173.0% | +546.8% | +444.4% |
| 3Y | +1,360.4% | +356.6% | +1,003.7% | +679.2% |
| All | +1,315.7% | +1,074.8% | +240.8% | +458.4% |
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