+191.0%
MAGS vs ULTA
+2.3%
+188.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +0.8% | -1.8% | +2.6% | +1.1% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | +5.6% | +13.4% | -7.8% | +3.0% |
| 6M | +12.3% | -15.6% | +27.9% | +15.3% |
| YTD | +5.1% | -10.4% | +15.5% | +6.4% |
| 1Y | +14.0% | +5.5% | +8.5% | +11.3% |
| 3Y | +129.4% | +31.0% | +98.4% | +104.2% |
| All | +191.0% | +2.3% | +188.7% | +164.4% |
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 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