-51.3%
MOS vs ULTA
+1,938.1%
-1,989.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | +0.9% |
| 7D | +19.7% | +4.3% | +15.3% | +18.4% |
| 30D | +21.5% | +16.6% | +4.9% | +16.3% |
| 3M | -0.4% | +17.7% | -18.1% | -5.1% |
| 6M | +4.5% | +27.5% | -23.0% | -3.0% |
| YTD | -2.9% | +9.9% | -12.8% | -6.4% |
| 1Y | -7.7% | +28.5% | -36.2% | -15.2% |
| 3Y | -25.6% | +71.1% | -96.7% | -39.0% |
| 5Y | -31.2% | +68.3% | -99.5% | -44.4% |
| 10Y | +2.8% | +181.4% | -178.6% | -31.3% |
| All | -51.3% | +1,938.1% | -1,989.4% | -84.0% |
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