+6.3%
MAGS vs ULTA
+27.7%
-21.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.8% | +2.0% |
| 7D | -1.4% | +6.7% | -8.1% | -1.8% |
| 30D | -4.4% | +21.7% | -26.1% | -5.8% |
| 3M | +1.9% | +21.5% | -19.6% | +0.4% |
| 6M | +4.9% | +27.5% | -22.6% | +3.2% |
| YTD | +6.5% | +9.2% | -2.7% | +5.7% |
| 1Y | +6.3% | +27.9% | -21.6% | +4.3% |
| All | +6.3% | +27.7% | -21.4% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling