+44.5%
MAS vs ULTA
+69.2%
-24.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.6% | +4.6% | -1.1% | +2.1% |
| 30D | +23.8% | +16.5% | +7.3% | +18.0% |
| 3M | +14.4% | +21.1% | -6.7% | +7.5% |
| 6M | +19.7% | +27.4% | -7.6% | +10.4% |
| YTD | +36.0% | +9.8% | +26.1% | +30.0% |
| 1Y | +40.4% | +28.6% | +11.7% | +26.5% |
| 3Y | +58.9% | +70.5% | -11.6% | +22.4% |
| 5Y | +44.5% | +69.8% | -25.2% | +7.8% |
| All | +44.5% | +69.2% | -24.7% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling