+1,208.8%
MTSI vs ATI
+459.3%
+749.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.5% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | +2.1% | +2.7% | -0.6% | +1.6% |
| 3M | -29.7% | +16.3% | -46.0% | -32.4% |
| 6M | +12.5% | +30.2% | -17.6% | +4.6% |
| YTD | +57.0% | +83.6% | -26.5% | +31.6% |
| 1Y | +103.9% | +173.0% | -69.1% | +51.7% |
| 3Y | +223.6% | +356.6% | -133.1% | +103.3% |
| 5Y | +321.6% | +1,074.2% | -752.6% | +99.8% |
| 10Y | +517.7% | +1,136.2% | -618.5% | +161.0% |
| All | +1,208.8% | +459.3% | +749.5% | +541.3% |
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