+4,648.8%
MA vs ULTA
+1,894.7%
+2,754.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +7.9% | +12.4% | -4.5% | +4.8% |
| 3M | +16.8% | +22.4% | -5.6% | +10.9% |
| 6M | +31.0% | +28.9% | +2.1% | +22.4% |
| YTD | +15.0% | +7.6% | +7.5% | +11.5% |
| 1Y | +17.0% | +21.6% | -4.6% | +9.7% |
| 3Y | +68.5% | +67.0% | +1.4% | +41.2% |
| 5Y | +85.0% | +64.2% | +20.8% | +53.6% |
| 10Y | +561.3% | +172.5% | +388.8% | +350.0% |
| All | +4,648.8% | +1,894.7% | +2,754.1% | +1,300.7% |
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