+573.9%
MTZ vs ATI
+915.7%
-341.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.4% | +5.1% | +7.9% |
| 7D | -6.4% | +6.2% | -12.6% | -8.3% |
| 30D | -22.1% | -7.1% | -15.0% | -20.2% |
| 3M | -32.7% | -21.3% | -11.4% | -26.8% |
| 6M | -59.8% | +6.5% | -66.3% | -60.9% |
| YTD | -19.9% | +53.2% | -73.1% | -31.6% |
| 1Y | -11.5% | +82.7% | -94.2% | -29.0% |
| 3Y | +258.1% | +314.3% | -56.2% | +109.3% |
| 5Y | +85.5% | +890.9% | -805.4% | -23.0% |
| 10Y | +492.2% | +1,142.3% | -650.2% | +96.0% |
| All | +573.9% | +915.7% | -341.8% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling