-45.2%
MOS vs ULTA
+1,628.6%
-1,673.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.1% |
| 7D | +9.5% | +9.0% | +0.5% | +6.9% |
| 30D | +10.4% | +4.6% | +5.9% | +8.9% |
| 3M | +12.9% | +22.0% | -9.1% | +6.3% |
| 6M | +1.2% | -14.7% | +15.9% | +5.0% |
| YTD | +9.3% | -6.8% | +16.1% | +10.5% |
| 1Y | -18.0% | +6.5% | -24.5% | -20.4% |
| 3Y | -29.0% | +35.6% | -64.6% | -37.8% |
| 5Y | -9.6% | +47.6% | -57.2% | -24.3% |
| 10Y | +6.1% | +128.9% | -122.8% | -25.2% |
| All | -45.2% | +1,628.6% | -1,673.8% | -81.1% |
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