+76.3%
MSFU vs ULTA
+31.4%
+45.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.5% |
| 7D | -5.7% | +9.0% | -14.7% | -8.0% |
| 30D | +4.2% | +4.6% | -0.4% | +2.6% |
| 3M | +27.9% | +22.0% | +5.9% | +20.7% |
| 6M | +37.1% | -14.7% | +51.8% | +42.0% |
| YTD | -7.4% | -6.8% | -0.6% | -6.7% |
| 1Y | -19.6% | +6.5% | -26.1% | -22.5% |
| 3Y | +33.2% | +35.6% | -2.4% | +13.0% |
| All | +76.3% | +31.4% | +45.0% | +42.9% |
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