+44.7%
MS vs ULTA
+5.2%
+39.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +1.7% | -1.8% | +3.5% | +1.9% |
| 30D | 0.0% | -1.2% | +1.2% | +0.1% |
| 3M | +3.0% | +13.4% | -10.4% | +1.6% |
| 6M | +35.7% | -15.6% | +51.3% | +40.1% |
| YTD | +23.3% | -10.4% | +33.7% | +26.7% |
| 1Y | +44.7% | +5.5% | +39.2% | +46.8% |
| All | +44.7% | +5.2% | +39.4% | +46.8% |
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