+511.5%
MAS vs ULTA
+1,891.1%
-1,379.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | +4.6% | +0.2% | +4.3% | +4.5% |
| 30D | +19.9% | +18.7% | +1.1% | +13.7% |
| 3M | +8.9% | +20.5% | -11.6% | +2.6% |
| 6M | +20.2% | +22.0% | -1.9% | +12.5% |
| YTD | +33.9% | +7.4% | +26.5% | +29.3% |
| 1Y | +34.7% | +24.5% | +10.1% | +23.5% |
| 3Y | +60.4% | +68.4% | -8.0% | +29.5% |
| 5Y | +43.5% | +65.8% | -22.4% | +14.8% |
| 10Y | +226.7% | +184.8% | +41.9% | +95.0% |
| All | +511.5% | +1,891.1% | -1,379.7% | +33.0% |
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 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