+414.3%
MTSI vs ELF
+383.9%
+30.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.7% | +5.1% | +9.5% |
| 7D | -10.0% | +4.0% | -14.0% | -10.6% |
| 30D | -37.2% | +10.6% | -47.8% | -38.6% |
| 3M | -30.1% | +25.8% | -55.9% | -33.9% |
| 6M | -31.9% | +89.1% | -121.0% | -41.7% |
| YTD | +23.2% | +52.7% | -29.6% | +8.5% |
| 1Y | +26.4% | +51.7% | -25.3% | +11.3% |
| 3Y | +186.2% | +14.2% | +171.9% | +137.3% |
| 5Y | +187.0% | +270.7% | -83.7% | +63.1% |
| 10Y | +460.4% | +341.9% | +118.4% | +165.7% |
| All | +414.3% | +383.9% | +30.4% | +143.6% |
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 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