+19.3%
MRSH vs ULTA
+25.8%
-6.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | +6.3% | +0.2% | +6.1% | +6.2% |
| 30D | +21.9% | +18.7% | +3.2% | +20.1% |
| 3M | +9.4% | +20.5% | -11.1% | +7.6% |
| 6M | +25.9% | +22.0% | +3.9% | +22.7% |
| YTD | +14.7% | +7.4% | +7.3% | +11.3% |
| 1Y | +19.3% | +24.5% | -5.3% | +13.6% |
| All | +19.3% | +25.8% | -6.5% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling