+231.9%
MTSI vs ELF
-19.9%
+251.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.1% |
| 7D | +1.4% | +5.4% | -4.0% | +0.5% |
| 30D | +2.1% | +27.0% | -24.9% | -1.9% |
| 3M | -29.7% | +113.2% | -142.9% | -38.0% |
| 6M | +12.5% | +36.6% | -24.0% | +5.8% |
| YTD | +57.0% | +44.2% | +12.8% | +44.9% |
| 1Y | +103.9% | -18.0% | +121.9% | +103.9% |
| All | +231.9% | -19.9% | +251.7% | +201.8% |
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