-50.8%
MOS vs ULTA
+1,935.9%
-1,986.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +24.8% | +4.6% | +20.2% | +23.4% |
| 30D | +22.7% | +16.5% | +6.2% | +17.5% |
| 3M | -1.2% | +21.1% | -22.3% | -6.6% |
| 6M | +5.5% | +27.4% | -21.8% | -2.1% |
| YTD | -2.0% | +9.8% | -11.8% | -5.5% |
| 1Y | -7.9% | +28.6% | -36.6% | -15.4% |
| 3Y | -25.0% | +70.5% | -95.5% | -38.4% |
| 5Y | -27.7% | +69.8% | -97.5% | -41.8% |
| 10Y | -1.6% | +180.8% | -182.4% | -34.2% |
| All | -50.8% | +1,935.9% | -1,986.7% | -83.9% |
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 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