-4.2%
MOS vs ULTA
+44.9%
-49.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +3.3% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | +15.0% | -2.8% | +17.9% | +15.7% |
| 3M | +24.1% | +18.7% | +5.4% | +18.4% |
| 6M | +2.7% | -15.0% | +17.7% | +6.2% |
| YTD | +12.2% | -9.2% | +21.4% | +14.0% |
| 1Y | -16.3% | +5.7% | -21.9% | -18.2% |
| 3Y | -23.3% | +32.8% | -56.1% | -32.2% |
| 5Y | -4.2% | +46.0% | -50.1% | -21.5% |
| All | -4.2% | +44.9% | -49.0% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling