+268.4%
ELV vs MTSI
+454.4%
-186.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +2.8% |
| 7D | +3.8% | -3.8% | +7.7% | +3.9% |
| 30D | +4.1% | -31.4% | +35.5% | +6.2% |
| 3M | +8.5% | -23.8% | +32.3% | +9.6% |
| 6M | +14.6% | -37.1% | +51.7% | +16.6% |
| YTD | +24.4% | +32.2% | -7.9% | +18.6% |
| 1Y | +44.2% | +26.9% | +17.3% | +37.9% |
| 3Y | -1.4% | +193.7% | -195.2% | -14.8% |
| 5Y | +8.8% | +218.0% | -209.3% | -8.3% |
| 10Y | +268.4% | +477.8% | -209.4% | +167.0% |
| All | +268.4% | +454.4% | -186.0% | +167.0% |
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