+492.6%
MTZ vs ATI
+1,119.3%
-626.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.2% | +3.4% | +6.5% |
| 7D | -2.4% | +6.0% | -8.4% | -4.5% |
| 30D | -11.1% | -3.6% | -7.5% | -9.9% |
| 3M | -30.6% | -18.9% | -11.7% | -24.6% |
| 6M | -54.4% | +16.7% | -71.1% | -57.4% |
| YTD | -13.0% | +61.1% | -74.1% | -28.8% |
| 1Y | -5.7% | +89.3% | -95.0% | -27.6% |
| 3Y | +297.2% | +333.3% | -36.1% | +112.1% |
| 5Y | +95.9% | +954.5% | -858.6% | -28.8% |
| 10Y | +492.6% | +1,067.0% | -574.3% | +74.1% |
| All | +492.6% | +1,119.3% | -626.7% | +74.1% |
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