+2,791.2%
MSCI vs ULTA
+2,148.6%
+642.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +2.7% | +2.5% | +0.2% | +2.1% |
| 30D | +17.4% | +11.5% | +5.9% | +14.6% |
| 3M | +14.8% | +28.1% | -13.3% | +8.4% |
| 6M | +16.1% | +34.2% | -18.1% | +8.0% |
| YTD | +16.0% | +9.2% | +6.8% | +12.3% |
| 1Y | +16.4% | +23.7% | -7.3% | +9.2% |
| 3Y | +35.3% | +69.2% | -33.8% | +14.5% |
| 5Y | +6.6% | +66.6% | -60.0% | -10.0% |
| 10Y | +815.7% | +176.6% | +639.1% | +534.5% |
| All | +2,791.2% | +2,148.6% | +642.6% | +840.1% |
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