+238.5%
MTSI vs ELAN
-19.3%
+257.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.0% | +11.4% | +10.6% |
| 7D | +7.2% | +4.6% | +2.6% | +6.3% |
| 30D | -18.4% | +17.4% | -35.8% | -21.7% |
| 3M | -16.7% | +16.5% | -33.2% | -20.1% |
| 6M | -31.7% | +21.9% | -53.6% | -36.1% |
| YTD | +45.9% | +17.0% | +28.9% | +36.5% |
| 1Y | +47.0% | +15.8% | +31.2% | +37.7% |
| 3Y | +224.1% | +147.9% | +76.1% | +118.0% |
| 5Y | +238.5% | -19.1% | +257.6% | +277.4% |
| All | +238.5% | -19.3% | +257.8% | +277.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling