+688.0%
MSI vs ULTA
+1,583.0%
-895.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -0.6% |
| 7D | -5.8% | +0.7% | -6.4% | -5.9% |
| 30D | -1.0% | -2.8% | +1.8% | -0.5% |
| 3M | +14.2% | +18.7% | -4.5% | +10.3% |
| 6M | +1.0% | -15.0% | +16.1% | +3.4% |
| YTD | +21.5% | -9.2% | +30.7% | +22.5% |
| 1Y | -2.1% | +5.7% | -7.8% | -4.3% |
| 3Y | +69.3% | +32.8% | +36.6% | +54.6% |
| 5Y | +99.3% | +46.0% | +53.4% | +76.4% |
| 10Y | +595.0% | +125.5% | +469.5% | +431.7% |
| All | +688.0% | +1,583.0% | -895.0% | +215.5% |
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 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