+320.4%
MTSI vs ELF
+259.0%
+61.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.0% |
| 7D | +1.4% | +5.4% | -4.0% | +0.3% |
| 30D | +2.1% | +27.0% | -24.9% | -2.9% |
| 3M | -29.7% | +113.2% | -142.9% | -40.2% |
| 6M | +12.5% | +36.6% | -24.0% | +4.0% |
| YTD | +57.0% | +44.2% | +12.8% | +41.8% |
| 1Y | +103.9% | -18.0% | +121.9% | +103.0% |
| 3Y | +223.6% | -19.9% | +243.5% | +189.1% |
| All | +320.4% | +259.0% | +61.4% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling