+214.8%
MAS vs ULTA
+178.8%
+35.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.6% | +4.6% | -1.1% | +2.3% |
| 30D | +23.8% | +16.5% | +7.3% | +18.7% |
| 3M | +14.4% | +21.1% | -6.7% | +8.3% |
| 6M | +19.7% | +27.4% | -7.6% | +11.6% |
| YTD | +36.0% | +9.8% | +26.1% | +30.9% |
| 1Y | +40.4% | +28.6% | +11.7% | +28.7% |
| 3Y | +58.9% | +70.5% | -11.6% | +30.4% |
| 5Y | +44.5% | +69.8% | -25.2% | +17.4% |
| 10Y | +214.8% | +180.8% | +34.0% | +93.0% |
| All | +214.8% | +178.8% | +35.9% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling