+847.5%
MSCI vs ULTA
+174.9%
+672.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.0% |
| 7D | +3.0% | +2.5% | +0.5% | +2.4% |
| 30D | +17.8% | +11.5% | +6.3% | +14.6% |
| 3M | +15.2% | +28.1% | -13.0% | +8.0% |
| 6M | +16.5% | +34.2% | -17.8% | +7.5% |
| YTD | +16.4% | +9.2% | +7.2% | +12.2% |
| 1Y | +16.8% | +23.7% | -6.9% | +8.5% |
| 3Y | +35.8% | +69.2% | -33.4% | +11.4% |
| 5Y | +7.0% | +66.6% | -59.7% | -12.6% |
| All | +847.5% | +174.9% | +672.6% | +501.8% |
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 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