+182.7%
MS vs ULTA
+30.1%
+152.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +1.7% | -1.8% | +3.5% | +2.0% |
| 30D | 0.0% | -1.2% | +1.2% | +0.2% |
| 3M | +3.0% | +13.4% | -10.4% | +0.1% |
| 6M | +35.7% | -15.6% | +51.3% | +40.0% |
| YTD | +23.3% | -10.4% | +33.7% | +25.5% |
| 1Y | +44.7% | +5.5% | +39.2% | +41.6% |
| All | +182.7% | +30.1% | +152.6% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling