+471.4%
MTSI vs ATI
+1,119.3%
-647.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.2% | +3.9% | +7.0% |
| 7D | +3.5% | +6.0% | -2.5% | +1.9% |
| 30D | -30.3% | -3.6% | -26.7% | -28.8% |
| 3M | -26.0% | -18.9% | -7.1% | -19.1% |
| 6M | -36.1% | +16.7% | -52.8% | -38.2% |
| YTD | +34.3% | +61.1% | -26.8% | +16.0% |
| 1Y | +35.3% | +89.3% | -54.0% | +10.5% |
| 3Y | +217.6% | +333.3% | -115.7% | +91.5% |
| 5Y | +210.1% | +954.5% | -744.4% | +37.5% |
| 10Y | +471.4% | +1,067.0% | -595.6% | +154.1% |
| All | +471.4% | +1,119.3% | -647.9% | +154.1% |
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