+2,099.7%
MSFT vs ULTA
+1,628.6%
+471.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -2.7% | +9.0% | -11.7% | -4.3% |
| 30D | +2.7% | +4.6% | -1.9% | +1.7% |
| 3M | +17.0% | +22.0% | -5.0% | +12.3% |
| 6M | +23.8% | -14.7% | +38.5% | +26.8% |
| YTD | +4.0% | -6.8% | +10.7% | +4.5% |
| 1Y | -0.8% | +6.5% | -7.4% | -3.2% |
| 3Y | +55.6% | +35.6% | +20.0% | +41.7% |
| 5Y | +72.9% | +47.6% | +25.3% | +53.2% |
| 10Y | +875.8% | +128.9% | +746.9% | +647.2% |
| All | +2,099.7% | +1,628.6% | +471.1% | +853.2% |
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