+553.7%
MS vs ULTA
+178.8%
+374.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | +4.6% | -3.9% | -0.7% |
| 30D | -0.7% | +16.5% | -17.2% | -5.8% |
| 3M | -12.4% | +21.1% | -33.5% | -18.2% |
| 6M | -1.7% | +27.4% | -29.1% | -10.4% |
| YTD | +8.0% | +9.8% | -1.8% | +2.9% |
| 1Y | +16.2% | +28.6% | -12.4% | +4.2% |
| 3Y | +171.3% | +70.5% | +100.8% | +109.7% |
| 5Y | +124.8% | +69.8% | +55.0% | +69.6% |
| 10Y | +553.7% | +180.8% | +372.9% | +264.1% |
| All | +553.7% | +178.8% | +374.8% | +264.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling