+61.7%
MTSI vs ULTA
+27.7%
+34.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -0.5% |
| 7D | -10.7% | +6.7% | -17.3% | -9.8% |
| 30D | -29.0% | +21.7% | -50.7% | -27.6% |
| 3M | -14.7% | +21.5% | -36.2% | -12.5% |
| 6M | -20.1% | +27.5% | -47.6% | -17.6% |
| YTD | +36.1% | +9.2% | +26.9% | +42.5% |
| 1Y | +61.7% | +27.9% | +33.9% | +77.2% |
| All | +61.7% | +27.7% | +34.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling