+71.2%
MSFU vs ULTA
+24.7%
+46.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -6.9% | -3.9% | -3.1% | -5.9% |
| 30D | -5.1% | -1.1% | -4.1% | -5.0% |
| 3M | +44.6% | +13.8% | +30.9% | +39.3% |
| 6M | +32.8% | -17.2% | +50.1% | +38.7% |
| YTD | -10.1% | -11.5% | +1.4% | -8.1% |
| 1Y | -19.4% | +3.9% | -23.3% | -21.8% |
| 3Y | +26.2% | +29.5% | -3.3% | +8.5% |
| All | +71.2% | +24.7% | +46.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling