+73.2%
MSFU vs ULTA
+27.3%
+45.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -0.9% |
| 30D | +0.5% | +2.8% | -2.3% | -0.5% |
| 3M | +51.9% | +14.8% | +37.1% | +45.9% |
| 6M | +35.0% | -16.2% | +51.2% | +40.5% |
| YTD | -9.0% | -9.6% | +0.6% | -7.6% |
| 1Y | -18.8% | +4.8% | -23.6% | -21.4% |
| 3Y | +25.5% | +30.7% | -5.2% | +7.6% |
| All | +73.2% | +27.3% | +45.8% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling