+1,595.8%
MKSI vs ULTA
+1,575.4%
+20.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.4% |
| 7D | +2.7% | -3.1% | +5.8% | +3.7% |
| 30D | -12.8% | +2.8% | -15.6% | -13.9% |
| 3M | -22.5% | +14.8% | -37.3% | -26.6% |
| 6M | +19.4% | -16.2% | +35.6% | +24.3% |
| YTD | +67.7% | -9.6% | +77.3% | +70.3% |
| 1Y | +131.4% | +4.8% | +126.6% | +122.9% |
| 3Y | +197.3% | +30.7% | +166.6% | +162.1% |
| 5Y | +87.0% | +45.9% | +41.1% | +57.9% |
| 10Y | +522.1% | +129.0% | +393.0% | +326.8% |
| All | +1,595.8% | +1,575.4% | +20.3% | +367.4% |
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