-31.7%
MTSI vs ULTA
+25.9%
-57.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.1% |
| 7D | +7.2% | -0.2% | +7.4% | +6.9% |
| 30D | -18.4% | +16.1% | -34.6% | -15.3% |
| 3M | -16.7% | +21.7% | -38.4% | -11.2% |
| 6M | -31.7% | +28.7% | -60.4% | -25.6% |
| All | -31.7% | +25.9% | -57.6% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling