+238.5%
MTSI vs ELF
+283.9%
-45.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.4% | +10.3% |
| 7D | +7.2% | +4.3% | +2.9% | +6.5% |
| 30D | -18.4% | +7.7% | -26.2% | -19.6% |
| 3M | -16.7% | +24.7% | -41.4% | -20.7% |
| 6M | -31.7% | +114.6% | -146.4% | -42.1% |
| YTD | +45.9% | +55.8% | -9.9% | +29.5% |
| 1Y | +47.0% | +51.9% | -4.9% | +31.0% |
| 3Y | +224.1% | +24.6% | +199.5% | +154.7% |
| 5Y | +238.5% | +279.2% | -40.7% | +44.6% |
| All | +238.5% | +283.9% | -45.4% | +44.6% |
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