+2,146.8%
MU vs ATI
+968.1%
+1,178.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +4.3% |
| 7D | -12.0% | +6.0% | -18.1% | -13.5% |
| 30D | -28.7% | -3.6% | -25.1% | -27.7% |
| 3M | -16.4% | -18.9% | +2.4% | -9.8% |
| 6M | -1.8% | +16.7% | -18.5% | -6.2% |
| YTD | +157.1% | +61.1% | +96.0% | +117.4% |
| 1Y | +208.5% | +89.3% | +119.2% | +146.5% |
| 3Y | +906.2% | +333.3% | +572.8% | +479.7% |
| 5Y | +893.4% | +954.5% | -61.1% | +296.1% |
| 10Y | +4,271.9% | +1,067.0% | +3,204.9% | +1,261.8% |
| All | +2,146.8% | +968.1% | +1,178.7% | +391.9% |
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 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