+196.3%
MTSI vs ELF
+24.2%
+172.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.9% | -9.5% | -6.2% |
| 7D | +10.0% | +1.6% | +8.4% | +9.7% |
| 30D | -20.3% | +9.1% | -29.5% | -21.5% |
| 3M | -24.4% | +28.2% | -52.6% | -27.7% |
| 6M | -39.2% | +119.5% | -158.7% | -46.9% |
| YTD | +35.5% | +55.2% | -19.7% | +23.0% |
| 1Y | +43.0% | +58.6% | -15.6% | +29.2% |
| 3Y | +196.3% | +21.3% | +175.0% | +134.9% |
| All | +196.3% | +24.2% | +172.0% | +134.9% |
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 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