+212.3%
MAS vs ULTA
+174.9%
+37.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +3.0% | +2.5% | +0.5% | +2.3% |
| 30D | +22.4% | +11.5% | +10.9% | +18.9% |
| 3M | +14.5% | +28.1% | -13.7% | +6.7% |
| 6M | +27.1% | +34.2% | -7.1% | +16.7% |
| YTD | +35.8% | +9.2% | +26.6% | +31.0% |
| 1Y | +39.4% | +23.7% | +15.7% | +29.2% |
| 3Y | +60.3% | +69.2% | -8.9% | +31.8% |
| 5Y | +39.4% | +66.6% | -27.2% | +13.8% |
| All | +212.3% | +174.9% | +37.5% | +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