+926.7%
MTSI vs ATI
+366.7%
+559.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.4% | +6.4% | +9.4% |
| 7D | -10.0% | +6.2% | -16.1% | -11.4% |
| 30D | -37.2% | -7.1% | -30.1% | -35.3% |
| 3M | -30.1% | -21.3% | -8.7% | -23.7% |
| 6M | -31.9% | +6.5% | -38.4% | -32.0% |
| YTD | +23.2% | +53.2% | -30.0% | +10.4% |
| 1Y | +26.4% | +82.7% | -56.3% | +7.4% |
| 3Y | +186.2% | +314.3% | -128.2% | +88.2% |
| 5Y | +187.0% | +890.9% | -703.9% | +45.7% |
| 10Y | +460.4% | +1,142.3% | -682.0% | +145.5% |
| All | +926.7% | +366.7% | +559.9% | +437.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling