+1,115.9%
MTSI vs ULTA
+641.1%
+474.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.6% |
| 7D | +7.2% | -0.2% | +7.4% | +7.4% |
| 30D | -18.4% | +16.1% | -34.6% | -22.4% |
| 3M | -16.7% | +21.7% | -38.4% | -22.4% |
| 6M | -31.7% | +28.7% | -60.4% | -37.8% |
| YTD | +45.9% | +8.9% | +36.9% | +38.9% |
| 1Y | +47.0% | +26.1% | +20.9% | +32.8% |
| 3Y | +224.1% | +69.1% | +155.0% | +158.0% |
| 5Y | +238.5% | +66.6% | +171.9% | +167.9% |
| 10Y | +512.7% | +175.9% | +336.8% | +285.1% |
| All | +1,115.9% | +641.1% | +474.8% | +523.9% |
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 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