+183.6%
MTSI vs ATI
+871.8%
-688.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.4% | +6.4% | +8.5% |
| 7D | -10.0% | +6.2% | -16.1% | -12.2% |
| 30D | -37.2% | -7.1% | -30.1% | -34.3% |
| 3M | -30.1% | -21.3% | -8.7% | -20.2% |
| 6M | -31.9% | +6.5% | -38.4% | -31.9% |
| YTD | +23.2% | +53.2% | -30.0% | +5.1% |
| 1Y | +26.4% | +82.7% | -56.3% | 0.0% |
| 3Y | +186.2% | +314.3% | -128.2% | +55.9% |
| All | +183.6% | +871.8% | -688.2% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling