+555.7%
MTSI vs ELF
+357.0%
+198.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.0% |
| 7D | +1.4% | +5.4% | -4.0% | +0.2% |
| 30D | +2.1% | +27.0% | -24.9% | -3.4% |
| 3M | -29.7% | +113.2% | -142.9% | -41.2% |
| 6M | +12.5% | +36.6% | -24.0% | +3.1% |
| YTD | +57.0% | +44.2% | +12.8% | +40.4% |
| 1Y | +103.9% | -18.0% | +121.9% | +101.6% |
| 3Y | +223.6% | -19.9% | +243.5% | +192.7% |
| 5Y | +321.6% | +257.7% | +63.9% | +141.1% |
| All | +555.7% | +357.0% | +198.7% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling