+127.5%
MAGS vs ULTA
+31.2%
+96.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.2% |
| 30D | +3.2% | +2.8% | +0.4% | +2.6% |
| 3M | +7.7% | +14.8% | -7.1% | +4.5% |
| 6M | +12.5% | -16.2% | +28.7% | +16.1% |
| YTD | +6.0% | -9.6% | +15.6% | +7.3% |
| 1Y | +14.4% | +4.8% | +9.6% | +11.5% |
| 3Y | +127.5% | +30.7% | +96.8% | +99.9% |
| All | +127.5% | +31.2% | +96.3% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling