-23.3%
MOS vs ULTA
+32.1%
-55.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +3.2% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | +15.0% | -2.8% | +17.9% | +15.6% |
| 3M | +24.1% | +18.7% | +5.4% | +19.2% |
| 6M | +2.7% | -15.0% | +17.7% | +5.6% |
| YTD | +12.2% | -9.2% | +21.4% | +13.8% |
| 1Y | -16.3% | +5.7% | -21.9% | -17.7% |
| 3Y | -23.3% | +32.8% | -56.1% | -33.7% |
| All | -23.3% | +32.1% | -55.4% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling