+259.8%
ELV vs MTSI
+529.6%
-269.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.5% |
| 7D | -0.3% | +4.9% | -5.2% | -0.6% |
| 30D | +2.0% | -11.6% | +13.6% | +2.7% |
| 3M | -3.5% | -24.1% | +20.6% | -2.1% |
| 6M | +40.2% | +32.4% | +7.8% | +35.3% |
| YTD | +15.8% | +60.4% | -44.6% | +9.8% |
| 1Y | +33.2% | +111.0% | -77.8% | +22.9% |
| 3Y | -6.2% | +246.1% | -252.4% | -19.3% |
| 5Y | +16.4% | +340.3% | -323.9% | -3.9% |
| 10Y | +259.8% | +539.5% | -279.8% | +151.4% |
| All | +259.8% | +529.6% | -269.8% | +151.4% |
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