+43.0%
MTSI vs ELF
+53.2%
-10.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.9% | -9.5% | -6.1% |
| 7D | +10.0% | +1.6% | +8.4% | +9.8% |
| 30D | -20.3% | +9.1% | -29.5% | -21.0% |
| 3M | -24.4% | +28.2% | -52.6% | -26.4% |
| 6M | -39.2% | +119.5% | -158.7% | -43.2% |
| YTD | +35.5% | +55.2% | -19.7% | +22.7% |
| 1Y | +43.0% | +58.6% | -15.6% | +27.9% |
| All | +43.0% | +53.2% | -10.2% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling