+2,417.1%
MSCI vs ULTA
+1,820.0%
+597.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | +0.4% | +9.0% | -8.6% | -1.6% |
| 30D | +0.6% | +4.6% | -4.0% | -0.6% |
| 3M | -7.1% | +22.0% | -29.0% | -11.6% |
| 6M | +0.8% | -14.7% | +15.5% | +3.6% |
| YTD | +1.0% | -6.8% | +7.7% | +1.4% |
| 1Y | +4.3% | +6.5% | -2.2% | +1.1% |
| 3Y | +9.9% | +35.6% | -25.7% | -2.1% |
| 5Y | -6.8% | +47.6% | -54.4% | -19.3% |
| 10Y | +614.7% | +128.9% | +485.8% | +416.0% |
| All | +2,417.1% | +1,820.0% | +597.1% | +748.9% |
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 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