+102.8%
MSI vs ULTA
+39.1%
+63.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -1.8% | -3.9% | +2.1% | -1.1% |
| 30D | -0.6% | -1.1% | +0.4% | -0.5% |
| 3M | +13.0% | +13.8% | -0.8% | +10.3% |
| 6M | +0.5% | -17.2% | +17.8% | +3.2% |
| YTD | +21.7% | -11.5% | +33.2% | +23.1% |
| 1Y | -2.6% | +3.9% | -6.5% | -4.8% |
| 3Y | +69.7% | +29.5% | +40.2% | +53.1% |
| 5Y | +102.8% | +42.9% | +59.9% | +64.7% |
| All | +102.8% | +39.1% | +63.7% | +64.7% |
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