+706.2%
MOH vs ULTA
+1,575.4%
-869.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.5% |
| 7D | +1.7% | -3.1% | +4.8% | +2.4% |
| 30D | -0.9% | +2.8% | -3.7% | -1.6% |
| 3M | +5.7% | +14.8% | -9.1% | +2.4% |
| 6M | +39.1% | -16.2% | +55.3% | +43.1% |
| YTD | +17.7% | -9.6% | +27.3% | +18.7% |
| 1Y | +8.4% | +4.8% | +3.6% | +5.6% |
| 3Y | -36.6% | +30.7% | -67.3% | -42.8% |
| 5Y | -19.1% | +45.9% | -65.0% | -30.3% |
| 10Y | +262.8% | +129.0% | +133.8% | +161.8% |
| All | +706.2% | +1,575.4% | -869.3% | +182.5% |
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