+234.3%
MTSI vs ULTA
+38.5%
+195.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +1.4% | +9.0% | -7.6% | -0.8% |
| 30D | +2.1% | +4.6% | -2.5% | +0.8% |
| 3M | -29.7% | +22.0% | -51.7% | -33.7% |
| 6M | +12.5% | -14.7% | +27.2% | +17.4% |
| YTD | +57.0% | -6.8% | +63.8% | +58.7% |
| 1Y | +103.9% | +6.5% | +97.4% | +95.9% |
| All | +234.3% | +38.5% | +195.8% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling