+4,108.3%
MA vs ULTA
+1,628.6%
+2,479.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.7% | +9.0% | -11.7% | -4.8% |
| 30D | +1.5% | +4.6% | -3.0% | +0.2% |
| 3M | +20.4% | +22.0% | -1.5% | +14.2% |
| 6M | +11.1% | -14.7% | +25.8% | +14.4% |
| YTD | +2.0% | -6.8% | +8.7% | +2.4% |
| 1Y | -2.2% | +6.5% | -8.7% | -5.3% |
| 3Y | +41.9% | +35.6% | +6.3% | +25.3% |
| 5Y | +75.4% | +47.6% | +27.7% | +49.1% |
| 10Y | +527.5% | +128.9% | +398.7% | +344.6% |
| All | +4,108.3% | +1,628.6% | +2,479.8% | +1,186.7% |
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