+611.5%
MSCI vs ULTA
+127.6%
+483.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.0% |
| 7D | -4.7% | -3.9% | -0.9% | -3.8% |
| 30D | -2.2% | -1.1% | -1.1% | -2.0% |
| 3M | -9.7% | +13.8% | -23.5% | -13.0% |
| 6M | +0.3% | -17.2% | +17.5% | +4.1% |
| YTD | -3.5% | -11.5% | +8.0% | -1.8% |
| 1Y | -1.4% | +3.9% | -5.3% | -4.3% |
| 3Y | +6.6% | +29.5% | -22.9% | -6.0% |
| 5Y | -10.9% | +42.9% | -53.8% | -24.4% |
| All | +611.5% | +127.6% | +483.9% | +383.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling