+420.4%
MTZ vs ATI
+988.9%
-568.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -3.9% |
| 7D | -8.7% | +1.3% | -10.0% | -9.0% |
| 30D | -15.0% | -4.8% | -10.2% | -13.4% |
| 3M | -32.6% | -19.9% | -12.7% | -26.3% |
| 6M | -56.3% | +15.4% | -71.7% | -59.0% |
| YTD | -16.8% | +59.2% | -76.0% | -31.6% |
| 1Y | -10.0% | +86.3% | -96.3% | -30.5% |
| 3Y | +267.1% | +318.2% | -51.1% | +99.1% |
| 5Y | +89.9% | +958.6% | -868.8% | -30.9% |
| All | +420.4% | +988.9% | -568.5% | +59.5% |
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