+692.0%
ELV vs MTSI
+1,004.6%
-312.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.3% | -2.3% |
| 7D | +1.3% | -10.0% | +11.3% | +1.9% |
| 30D | +5.3% | -37.2% | +42.5% | +8.5% |
| 3M | +9.2% | -30.1% | +39.3% | +11.2% |
| 6M | +14.5% | -31.9% | +46.4% | +15.9% |
| YTD | +23.2% | +23.2% | 0.0% | +17.7% |
| 1Y | +38.0% | +26.4% | +11.7% | +31.4% |
| 3Y | -1.5% | +186.2% | -187.7% | -15.5% |
| 5Y | +8.5% | +187.0% | -178.6% | -8.5% |
| 10Y | +309.5% | +460.4% | -150.9% | +189.8% |
| All | +692.0% | +1,004.6% | -312.6% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling