+26.9%
MKSI vs ULTA
+25.8%
+1.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -9.3% |
| 7D | -18.2% | +0.2% | -18.4% | -18.1% |
| 30D | -37.2% | +18.7% | -55.9% | -37.1% |
| 3M | -43.5% | +20.5% | -63.9% | -43.2% |
| 6M | -38.4% | +22.0% | -60.4% | -37.5% |
| YTD | +10.9% | +7.4% | +3.5% | +16.5% |
| 1Y | +26.9% | +24.5% | +2.4% | +35.7% |
| All | +26.9% | +25.8% | +1.1% | +35.7% |
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