+2,346.8%
MU vs ATI
+998.8%
+1,348.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | +21.6% | +13.0% | +8.7% | +16.4% |
| 30D | -16.2% | +0.2% | -16.4% | -16.2% |
| 3M | -12.4% | -17.5% | +5.1% | -6.0% |
| 6M | +4.2% | +18.1% | -13.9% | -0.9% |
| YTD | +180.0% | +65.7% | +114.3% | +134.4% |
| 1Y | +226.4% | +91.9% | +134.5% | +159.6% |
| 3Y | +969.7% | +335.2% | +634.5% | +515.4% |
| 5Y | +957.9% | +1,004.3% | -46.4% | +315.1% |
| 10Y | +4,534.6% | +1,019.2% | +3,515.3% | +1,368.9% |
| All | +2,346.8% | +998.8% | +1,348.1% | +430.4% |
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 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