+219.0%
MTSI vs ATI
+328.8%
-109.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.6% | +7.7% | +8.7% |
| 7D | +7.2% | +4.7% | +2.5% | +5.2% |
| 30D | -18.4% | -0.2% | -18.2% | -17.5% |
| 3M | -16.7% | -18.5% | +1.8% | -4.8% |
| 6M | -31.7% | +16.4% | -48.1% | -34.8% |
| YTD | +45.9% | +63.4% | -17.5% | +17.4% |
| 1Y | +47.0% | +91.5% | -44.5% | +9.5% |
| All | +219.0% | +328.8% | -109.9% | +60.7% |
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