+7.3%
ELV vs MTSI
+183.3%
-176.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.3% | -1.4% |
| 7D | +1.3% | -10.0% | +11.3% | +1.3% |
| 30D | +5.3% | -37.2% | +42.5% | +5.3% |
| 3M | +9.2% | -30.1% | +39.3% | +9.2% |
| 6M | +14.5% | -31.9% | +46.4% | +14.0% |
| YTD | +23.2% | +23.2% | 0.0% | +20.8% |
| 1Y | +38.0% | +26.4% | +11.7% | +35.2% |
| 3Y | -1.5% | +186.2% | -187.7% | -9.1% |
| All | +7.3% | +183.3% | -176.0% | -1.8% |
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