+210.1%
MTSI vs ULTA
+70.9%
+139.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.2% | +5.9% | +8.0% |
| 7D | +3.5% | +4.3% | -0.8% | +2.2% |
| 30D | -30.3% | +16.6% | -46.9% | -34.0% |
| 3M | -26.0% | +17.7% | -43.7% | -30.5% |
| 6M | -36.1% | +27.5% | -63.6% | -42.0% |
| YTD | +34.3% | +9.9% | +24.3% | +27.5% |
| 1Y | +35.3% | +28.5% | +6.8% | +19.4% |
| 3Y | +217.6% | +71.1% | +146.6% | +130.6% |
| 5Y | +210.1% | +68.3% | +141.8% | +109.9% |
| All | +210.1% | +70.9% | +139.2% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling