+406.1%
MAS vs ULTA
+1,560.4%
-1,154.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.8% |
| 7D | -2.2% | -1.8% | -0.4% | -1.6% |
| 30D | -6.7% | -1.2% | -5.5% | -6.6% |
| 3M | -3.7% | +13.4% | -17.1% | -7.7% |
| 6M | +9.0% | -15.6% | +24.6% | +13.7% |
| YTD | +10.8% | -10.4% | +21.2% | +13.3% |
| 1Y | -3.8% | +5.5% | -9.2% | -7.1% |
| 3Y | +30.0% | +31.0% | -0.9% | +13.7% |
| 5Y | +28.2% | +41.8% | -13.6% | +7.3% |
| 10Y | +143.3% | +127.0% | +16.3% | +55.5% |
| All | +406.1% | +1,560.4% | -1,154.3% | +16.4% |
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