+268.7%
ELV vs MTSI
+539.0%
-270.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.4% | -0.7% |
| 7D | -1.1% | +7.2% | -8.3% | -1.7% |
| 30D | +1.8% | -18.4% | +20.2% | +2.7% |
| 3M | +10.5% | -16.7% | +27.2% | +11.0% |
| 6M | +13.5% | -31.7% | +45.2% | +14.9% |
| YTD | +24.3% | +45.9% | -21.6% | +17.8% |
| 1Y | +38.9% | +47.0% | -8.0% | +31.5% |
| 3Y | -1.5% | +224.1% | -225.5% | -15.4% |
| 5Y | +7.3% | +238.5% | -231.2% | -9.8% |
| 10Y | +268.7% | +512.7% | -244.0% | +163.5% |
| All | +268.7% | +539.0% | -270.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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