+739.9%
MTZ vs ATI
+1,051.1%
-311.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.4% |
| 7D | +3.6% | +3.2% | +0.4% | +2.2% |
| 30D | -9.6% | -9.0% | -0.6% | -6.2% |
| 3M | -31.9% | +15.1% | -47.0% | -36.0% |
| 6M | -13.8% | +38.1% | -51.9% | -25.0% |
| YTD | +13.3% | +80.7% | -67.4% | -11.5% |
| 1Y | +39.3% | +167.5% | -128.2% | -7.1% |
| 3Y | +168.3% | +366.0% | -197.6% | +39.1% |
| 5Y | +166.4% | +1,088.8% | -922.4% | -8.2% |
| 10Y | +739.9% | +1,055.0% | -315.1% | +138.2% |
| All | +739.9% | +1,051.1% | -311.2% | +138.2% |
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