+51.5%
MTSI vs ATI
+88.3%
-36.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.9% |
| 7D | +29.1% | +13.0% | +16.1% | +16.0% |
| 30D | -20.4% | +0.2% | -20.6% | -19.6% |
| 3M | -20.9% | -17.5% | -3.4% | -5.3% |
| 6M | -32.3% | +18.1% | -50.4% | -36.2% |
| YTD | +43.5% | +65.7% | -22.2% | +10.6% |
| All | +51.5% | +88.3% | -36.8% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling