+25.6%
MTSI vs ULTA
-13.3%
+38.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.1% |
| 7D | +4.9% | +0.7% | +4.2% | +4.9% |
| 30D | -11.6% | -2.8% | -8.8% | -10.3% |
| 3M | -24.1% | +18.7% | -42.7% | -23.5% |
| All | +25.6% | -13.3% | +38.9% | +32.3% |
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