+61.7%
MTSI vs ELAN
+13.9%
+47.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.2% |
| 7D | -10.7% | +11.7% | -22.4% | -11.3% |
| 30D | -29.0% | +12.4% | -41.4% | -29.5% |
| 3M | -14.7% | -1.1% | -13.6% | -14.5% |
| 6M | -20.1% | +12.4% | -32.5% | -24.8% |
| YTD | +36.1% | +11.8% | +24.3% | +32.3% |
| 1Y | +61.7% | +12.5% | +49.3% | +58.5% |
| All | +61.7% | +13.9% | +47.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling