+7.3%
MSCI vs ULTA
+32.1%
-24.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.1% | -3.4% |
| 7D | -2.1% | +0.7% | -2.7% | -2.1% |
| 30D | -1.7% | -2.8% | +1.1% | -1.5% |
| 3M | -8.2% | +18.7% | -26.9% | -10.3% |
| 6M | -2.4% | -15.0% | +12.6% | -0.9% |
| YTD | -2.8% | -9.2% | +6.4% | -2.4% |
| 1Y | -2.7% | +5.7% | -8.3% | -4.7% |
| 3Y | +7.3% | +32.8% | -25.5% | -3.9% |
| All | +7.3% | +32.1% | -24.8% | -3.9% |
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 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