+620.5%
MSCI vs ULTA
+130.2%
+490.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | -1.2% | -1.2% | +0.1% | -1.0% |
| 3M | -8.4% | +13.4% | -21.8% | -11.6% |
| 6M | -1.0% | -15.6% | +14.6% | +2.2% |
| YTD | -2.3% | -10.4% | +8.2% | -0.8% |
| 1Y | -1.2% | +5.5% | -6.6% | -4.5% |
| 3Y | +7.9% | +31.0% | -23.1% | -5.1% |
| 5Y | -10.1% | +41.8% | -51.9% | -23.5% |
| All | +620.5% | +130.2% | +490.3% | +388.6% |
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