+501.4%
MTZ vs ATI
+1,108.2%
-606.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.4% | +5.1% | +7.7% |
| 7D | -6.4% | +6.2% | -12.6% | -8.5% |
| 30D | -22.1% | -7.1% | -15.0% | -19.9% |
| 3M | -32.7% | -21.3% | -11.4% | -25.9% |
| 6M | -59.8% | +6.5% | -66.3% | -61.1% |
| YTD | -19.9% | +53.2% | -73.1% | -33.2% |
| 1Y | -11.5% | +82.7% | -94.2% | -31.2% |
| 3Y | +258.1% | +314.3% | -56.2% | +94.0% |
| 5Y | +85.5% | +890.9% | -805.4% | -31.4% |
| All | +501.4% | +1,108.2% | -606.8% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling