-27.7%
MTSI vs ATI
-17.5%
-10.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -6.0% | -12.3% | -11.3% |
| 7D | -24.6% | -3.8% | -20.8% | -19.9% |
| 30D | -45.7% | -13.5% | -32.2% | -32.7% |
| 3M | -27.7% | -17.9% | -9.8% | -2.0% |
| All | -27.7% | -17.5% | -10.2% | -2.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling