+6.5%
ELV vs MTSI
+224.5%
-218.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -0.5% | +29.1% | -29.6% | -0.3% |
| 30D | +1.1% | -20.4% | +21.5% | +1.2% |
| 3M | +8.2% | -20.9% | +29.1% | +8.3% |
| 6M | +10.2% | -32.3% | +42.5% | +10.3% |
| YTD | +24.4% | +43.5% | -19.1% | +22.2% |
| 1Y | +33.8% | +43.8% | -10.0% | +31.3% |
| 3Y | -1.4% | +218.8% | -220.1% | -8.3% |
| All | +6.5% | +224.5% | -218.0% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling