+806.9%
MS vs ULTA
+125.7%
+681.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.2% |
| 30D | 0.0% | -2.8% | +2.8% | +0.7% |
| 3M | +2.4% | +18.7% | -16.2% | -4.0% |
| 6M | +36.4% | -15.0% | +51.4% | +42.1% |
| YTD | +23.8% | -9.2% | +33.0% | +25.9% |
| 1Y | +48.6% | +5.7% | +43.0% | +42.5% |
| 3Y | +179.1% | +32.8% | +146.4% | +136.3% |
| 5Y | +144.8% | +46.0% | +98.9% | +94.0% |
| All | +806.9% | +125.7% | +681.2% | +447.2% |
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