+468.8%
MTSI vs ATI
+961.4%
-492.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.9% | -4.1% |
| 7D | +10.0% | +4.2% | +5.8% | +8.5% |
| 30D | -20.3% | -2.5% | -17.8% | -18.9% |
| 3M | -24.4% | -19.4% | -5.0% | -17.0% |
| 6M | -39.2% | +11.1% | -50.3% | -40.1% |
| YTD | +35.5% | +59.5% | -24.1% | +17.5% |
| 1Y | +43.0% | +85.8% | -42.7% | +17.7% |
| 3Y | +196.3% | +311.9% | -115.6% | +81.5% |
| 5Y | +210.0% | +963.2% | -753.2% | +37.0% |
| All | +468.8% | +961.4% | -492.6% | +142.9% |
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 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