+66.3%
MA vs ULTA
+44.0%
+22.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -3.5% | -1.8% | -1.7% | -3.1% |
| 30D | +0.8% | -1.2% | +2.0% | +0.9% |
| 3M | +14.8% | +13.4% | +1.4% | +11.3% |
| 6M | +10.0% | -15.6% | +25.6% | +13.3% |
| YTD | -0.1% | -10.4% | +10.3% | +1.2% |
| 1Y | -2.2% | +5.5% | -7.7% | -5.2% |
| 3Y | +39.3% | +31.0% | +8.3% | +22.3% |
| 5Y | +66.3% | +41.8% | +24.5% | +34.4% |
| All | +66.3% | +44.0% | +22.3% | +34.4% |
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