-6.0%
MTZ vs ATI
+87.1%
-93.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.2% | +3.4% | +5.4% |
| 7D | -2.4% | +6.0% | -8.4% | -5.5% |
| 30D | -11.1% | -3.6% | -7.5% | -9.3% |
| 3M | -30.6% | -18.9% | -11.7% | -21.5% |
| 6M | -54.4% | +16.7% | -71.1% | -59.0% |
| YTD | -13.0% | +61.1% | -74.1% | -41.3% |
| All | -6.0% | +87.1% | -93.1% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling