+291.4%
MOH vs ULTA
+131.2%
+160.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +6.6% | -2.7% | +9.4% | +7.2% |
| 30D | +0.8% | +7.4% | -6.6% | -0.7% |
| 3M | +6.9% | +17.3% | -10.4% | +3.3% |
| 6M | +43.5% | +2.4% | +41.1% | +42.0% |
| YTD | +23.4% | -9.3% | +32.7% | +24.3% |
| 1Y | +18.3% | +6.6% | +11.7% | +14.8% |
| 3Y | -34.5% | +31.9% | -66.5% | -41.2% |
| 5Y | -18.3% | +46.8% | -65.1% | -30.3% |
| 10Y | +291.4% | +131.2% | +160.2% | +184.9% |
| All | +291.4% | +131.2% | +160.2% | +184.9% |
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