+994.2%
MTSI vs ELAN
-17.8%
+1,012.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +29.1% | +11.9% | +17.2% | +24.6% |
| 30D | -20.4% | +18.3% | -38.7% | -24.6% |
| 3M | -20.9% | +19.7% | -40.7% | -25.6% |
| 6M | -32.3% | +23.7% | -55.9% | -37.9% |
| YTD | +43.5% | +17.1% | +26.4% | +32.3% |
| 1Y | +43.8% | +20.2% | +23.6% | +31.0% |
| 3Y | +218.8% | +148.1% | +70.6% | +100.9% |
| 5Y | +228.3% | -19.8% | +248.1% | +230.6% |
| All | +994.2% | -17.8% | +1,012.0% | +878.4% |
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