+63.0%
MAS vs ULTA
+68.8%
-5.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +3.7% |
| 7D | +3.3% | +4.3% | -1.0% | +2.2% |
| 30D | +25.5% | +16.6% | +8.8% | +20.8% |
| 3M | +11.8% | +17.7% | -5.9% | +7.2% |
| 6M | +21.3% | +27.5% | -6.2% | +13.8% |
| YTD | +37.7% | +9.9% | +27.8% | +32.6% |
| 1Y | +41.0% | +28.5% | +12.6% | +29.8% |
| 3Y | +63.0% | +71.1% | -8.1% | +30.5% |
| All | +63.0% | +68.8% | -5.8% | +30.5% |
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