+514.9%
MKSI vs ULTA
+132.3%
+382.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.3% |
| 7D | +2.7% | -3.1% | +5.8% | +3.9% |
| 30D | -12.8% | +2.8% | -15.6% | -14.2% |
| 3M | -22.5% | +14.8% | -37.3% | -27.5% |
| 6M | +19.4% | -16.2% | +35.6% | +25.7% |
| YTD | +67.7% | -9.6% | +77.3% | +71.0% |
| 1Y | +131.4% | +4.8% | +126.6% | +120.3% |
| 3Y | +197.3% | +30.7% | +166.6% | +150.2% |
| 5Y | +87.0% | +45.9% | +41.1% | +48.0% |
| All | +514.9% | +132.3% | +382.6% | +284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling