+477.8%
MTSI vs ELF
+357.0%
+120.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -3.8% | +6.3% | -10.1% | -4.9% |
| 30D | -31.4% | +8.5% | -39.9% | -32.6% |
| 3M | -23.8% | +24.4% | -48.2% | -27.7% |
| 6M | -37.1% | +94.7% | -131.8% | -46.6% |
| YTD | +32.2% | +55.9% | -23.6% | +15.9% |
| 1Y | +26.9% | +48.4% | -21.5% | +12.4% |
| 3Y | +193.7% | +24.6% | +169.1% | +138.0% |
| 5Y | +218.0% | +285.0% | -67.0% | +77.7% |
| 10Y | +477.8% | +357.2% | +120.5% | +167.6% |
| All | +477.8% | +357.0% | +120.7% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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