-15.2%
MOS vs ULTA
+6.7%
-21.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +3.3% |
| 7D | +7.1% | +0.7% | +6.4% | +6.8% |
| 30D | +15.0% | -2.8% | +17.9% | +15.7% |
| 3M | +24.1% | +18.7% | +5.4% | +17.8% |
| 6M | +2.7% | -15.0% | +17.7% | +6.5% |
| YTD | +12.2% | -9.2% | +21.4% | +14.3% |
| All | -15.2% | +6.7% | -21.9% | -15.8% |
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