+512.7%
MTSI vs ATI
+1,017.6%
-504.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.6% | +7.7% | +9.3% |
| 7D | +7.2% | +4.7% | +2.5% | +6.0% |
| 30D | -18.4% | -0.2% | -18.2% | -17.7% |
| 3M | -16.7% | -18.5% | +1.8% | -9.0% |
| 6M | -31.7% | +16.4% | -48.1% | -33.9% |
| YTD | +45.9% | +63.4% | -17.5% | +25.4% |
| 1Y | +47.0% | +91.5% | -44.5% | +19.5% |
| 3Y | +224.1% | +329.2% | -105.2% | +95.7% |
| 5Y | +238.5% | +966.7% | -728.2% | +49.2% |
| 10Y | +512.7% | +1,003.8% | -491.1% | +161.1% |
| All | +512.7% | +1,017.6% | -504.9% | +161.1% |
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