+2,806.0%
MSCI vs ULTA
+2,143.2%
+662.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | +16.5% | +16.1% | +0.3% | +12.5% |
| 3M | +18.2% | +21.7% | -3.6% | +12.8% |
| 6M | +14.0% | +28.7% | -14.8% | +7.0% |
| YTD | +16.6% | +8.9% | +7.7% | +12.9% |
| 1Y | +14.8% | +26.1% | -11.2% | +7.2% |
| 3Y | +33.3% | +69.1% | -35.9% | +12.7% |
| 5Y | +9.1% | +66.6% | -57.6% | -7.9% |
| 10Y | +820.4% | +175.9% | +644.4% | +538.1% |
| All | +2,806.0% | +2,143.2% | +662.8% | +845.4% |
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