+1,124.0%
MTSI vs ELAN
-28.2%
+1,152.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.5% |
| 7D | +2.2% | -5.4% | +7.6% | +4.1% |
| 30D | -11.5% | +4.7% | -16.2% | -13.1% |
| 3M | -26.6% | -3.7% | -23.0% | -26.8% |
| 6M | +23.5% | -1.2% | +24.7% | +20.4% |
| YTD | +60.5% | +2.4% | +58.1% | +54.5% |
| 1Y | +109.7% | +23.4% | +86.4% | +88.0% |
| 3Y | +247.8% | +96.7% | +151.2% | +136.3% |
| 5Y | +328.4% | -30.6% | +359.0% | +351.5% |
| All | +1,124.0% | -28.2% | +1,152.1% | +1,042.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling