+43.8%
MTSI vs ULTA
+23.6%
+20.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.7% |
| 7D | +29.1% | +0.2% | +28.9% | +29.1% |
| 30D | -20.4% | +12.4% | -32.8% | -19.5% |
| 3M | -20.9% | +22.4% | -43.3% | -19.5% |
| 6M | -32.3% | +28.9% | -61.1% | -30.7% |
| YTD | +43.5% | +7.6% | +35.9% | +48.8% |
| 1Y | +43.8% | +21.6% | +22.2% | +50.7% |
| All | +43.8% | +23.6% | +20.2% | +50.7% |
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