+246.1%
MTSI vs ELAN
+105.8%
+140.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.3% | +2.6% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | -11.6% | +8.4% | -20.0% | -13.2% |
| 3M | -24.1% | +1.2% | -25.3% | -25.1% |
| 6M | +32.4% | +2.6% | +29.8% | +29.0% |
| YTD | +60.4% | +5.9% | +54.5% | +55.3% |
| 1Y | +111.0% | +25.8% | +85.2% | +95.8% |
| 3Y | +246.1% | +106.8% | +139.3% | +152.2% |
| All | +246.1% | +105.8% | +140.4% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling