-11.5%
MTZ vs ATI
+81.8%
-93.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.4% | +5.1% | +6.9% |
| 7D | -6.4% | +6.2% | -12.6% | -9.4% |
| 30D | -22.1% | -7.1% | -15.0% | -18.8% |
| 3M | -32.7% | -21.3% | -11.4% | -22.4% |
| 6M | -59.8% | +6.5% | -66.3% | -61.9% |
| YTD | -19.9% | +53.2% | -73.1% | -44.4% |
| 1Y | -11.5% | +82.7% | -94.2% | -45.9% |
| All | -11.5% | +81.8% | -93.2% | -45.9% |
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