+477.8%
MTSI vs ULTA
+178.8%
+298.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.8% | +4.6% | -8.5% | -5.2% |
| 30D | -31.4% | +16.5% | -47.9% | -35.2% |
| 3M | -23.8% | +21.1% | -44.8% | -29.5% |
| 6M | -37.1% | +27.4% | -64.5% | -43.2% |
| YTD | +32.2% | +9.8% | +22.4% | +24.8% |
| 1Y | +26.9% | +28.6% | -1.7% | +12.0% |
| 3Y | +193.7% | +70.5% | +123.3% | +123.8% |
| 5Y | +218.0% | +69.8% | +148.3% | +138.7% |
| 10Y | +477.8% | +180.8% | +297.0% | +178.5% |
| All | +477.8% | +178.8% | +298.9% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling