+106.9%
MTSI vs ELAN
+21.9%
+85.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.9% | -4.4% |
| 7D | +4.8% | -6.4% | +11.2% | +5.7% |
| 30D | -9.2% | +0.6% | -9.7% | -9.4% |
| 3M | -23.1% | 0.0% | -23.1% | -24.9% |
| 6M | +23.5% | -3.4% | +26.9% | +19.4% |
| YTD | +59.1% | +1.0% | +58.0% | +53.5% |
| 1Y | +106.9% | +24.7% | +82.1% | +88.4% |
| All | +106.9% | +21.9% | +85.0% | +88.4% |
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 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