+217.6%
MTSI vs ELF
+22.3%
+195.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.3% | +8.6% |
| 7D | +3.5% | +7.8% | -4.3% | +2.4% |
| 30D | -30.3% | +9.3% | -39.6% | -31.3% |
| 3M | -26.0% | +21.2% | -47.2% | -28.5% |
| 6M | -36.1% | +96.1% | -132.2% | -43.2% |
| YTD | +34.3% | +57.0% | -22.7% | +21.9% |
| 1Y | +35.3% | +61.9% | -26.6% | +22.1% |
| 3Y | +217.6% | +20.0% | +197.6% | +184.6% |
| All | +217.6% | +22.3% | +195.4% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling