+231.9%
MTSI vs ATI
+363.8%
-131.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +1.8% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | +2.1% | +2.7% | -0.6% | +1.2% |
| 3M | -29.7% | +16.3% | -46.0% | -34.2% |
| 6M | +12.5% | +30.2% | -17.6% | -1.1% |
| YTD | +57.0% | +83.6% | -26.5% | +16.9% |
| 1Y | +103.9% | +173.0% | -69.1% | +25.2% |
| All | +231.9% | +363.8% | -131.9% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling