+556.2%
MS vs ULTA
+180.0%
+376.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +0.9% | +16.1% | -15.2% | -4.1% |
| 3M | -10.8% | +21.7% | -32.6% | -16.9% |
| 6M | +0.9% | +28.7% | -27.8% | -8.3% |
| YTD | +9.8% | +8.9% | +0.9% | +4.9% |
| 1Y | +17.1% | +26.1% | -9.0% | +5.8% |
| 3Y | +175.7% | +69.1% | +106.6% | +113.7% |
| 5Y | +125.9% | +66.6% | +59.2% | +71.6% |
| 10Y | +556.2% | +175.9% | +380.3% | +267.2% |
| All | +556.2% | +180.0% | +376.2% | +267.2% |
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