+1,208.8%
MTSI vs ULTA
+534.3%
+674.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.1% |
| 7D | +1.4% | +9.0% | -7.6% | -1.3% |
| 30D | +2.1% | +4.6% | -2.5% | +0.2% |
| 3M | -29.7% | +22.0% | -51.7% | -34.6% |
| 6M | +12.5% | -14.7% | +27.2% | +16.7% |
| YTD | +57.0% | -6.8% | +63.8% | +57.8% |
| 1Y | +103.9% | +6.5% | +97.4% | +94.8% |
| 3Y | +223.6% | +35.6% | +188.0% | +177.5% |
| 5Y | +321.6% | +47.6% | +273.9% | +247.1% |
| 10Y | +517.7% | +128.9% | +388.8% | +311.4% |
| All | +1,208.8% | +534.3% | +674.5% | +608.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling