+157.0%
MKSI vs ULTA
+6.6%
+150.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.2% |
| 7D | +1.8% | +9.0% | -7.2% | +1.1% |
| 30D | -16.8% | +4.6% | -21.4% | -16.7% |
| 3M | -21.1% | +22.0% | -43.1% | -22.6% |
| 6M | +10.8% | -14.7% | +25.5% | +16.8% |
| YTD | +63.3% | -6.8% | +70.1% | +70.1% |
| 1Y | +157.0% | +6.5% | +150.4% | +173.1% |
| All | +157.0% | +6.6% | +150.3% | +173.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling