+431.3%
MS vs ULTA
+1,628.6%
-1,197.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +1.4% | +9.0% | -7.6% | -1.7% |
| 30D | -0.3% | +4.6% | -4.8% | -2.1% |
| 3M | +0.3% | +22.0% | -21.7% | -7.2% |
| 6M | +31.3% | -14.7% | +46.0% | +36.7% |
| YTD | +24.7% | -6.8% | +31.4% | +25.5% |
| 1Y | +47.9% | +6.5% | +41.4% | +41.2% |
| 3Y | +178.3% | +35.6% | +142.7% | +134.1% |
| 5Y | +144.9% | +47.6% | +97.3% | +94.4% |
| 10Y | +804.5% | +128.9% | +675.6% | +453.0% |
| All | +431.3% | +1,628.6% | -1,197.2% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling