+455.4%
MTSI vs ATI
+988.9%
-533.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.1% |
| 7D | -3.8% | +1.3% | -5.2% | -3.7% |
| 30D | -31.4% | -4.8% | -26.6% | -29.6% |
| 3M | -23.8% | -19.9% | -3.8% | -16.2% |
| 6M | -37.1% | +15.4% | -52.4% | -38.9% |
| YTD | +32.2% | +59.2% | -27.0% | +14.7% |
| 1Y | +26.9% | +86.3% | -59.3% | +4.3% |
| 3Y | +193.7% | +318.2% | -124.5% | +79.0% |
| 5Y | +218.0% | +958.6% | -740.6% | +40.7% |
| All | +455.4% | +988.9% | -533.5% | +138.9% |
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