+85.0%
MA vs ULTA
+64.2%
+20.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +7.9% | +12.4% | -4.5% | +5.1% |
| 3M | +16.8% | +22.4% | -5.6% | +11.5% |
| 6M | +31.0% | +28.9% | +2.1% | +23.2% |
| YTD | +15.0% | +7.6% | +7.5% | +11.9% |
| 1Y | +17.0% | +21.6% | -4.6% | +10.0% |
| 3Y | +68.5% | +67.0% | +1.4% | +37.9% |
| 5Y | +85.0% | +64.2% | +20.8% | +44.6% |
| All | +85.0% | +64.2% | +20.8% | +44.6% |
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 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