-0.3%
MSFT vs ULTA
+5.8%
-6.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.4% |
| 7D | -0.8% | -3.1% | +2.3% | -0.5% |
| 30D | +0.8% | +2.8% | -2.0% | +0.4% |
| 3M | +27.2% | +14.8% | +12.4% | +25.4% |
| 6M | +22.9% | -16.2% | +39.1% | +23.0% |
| YTD | +3.1% | -9.6% | +12.8% | +2.8% |
| 1Y | -0.3% | +4.8% | -5.0% | -0.4% |
| All | -0.3% | +5.8% | -6.0% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling