+356.3%
MTSI vs ELAN
-30.4%
+386.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.6% |
| 7D | +11.1% | -4.6% | +15.7% | +12.4% |
| 30D | -3.7% | +5.7% | -9.4% | -5.4% |
| 3M | -20.2% | -3.9% | -16.4% | -20.4% |
| 6M | +30.8% | -1.6% | +32.4% | +28.2% |
| YTD | +67.0% | +4.1% | +63.0% | +61.1% |
| 1Y | +120.4% | +25.5% | +94.9% | +100.5% |
| 3Y | +260.4% | +103.2% | +157.2% | +156.8% |
| 5Y | +356.3% | -29.8% | +386.0% | +405.1% |
| All | +356.3% | -30.4% | +386.6% | +405.1% |
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