+659.5%
MSTR vs ULTA
+132.3%
+527.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.0% |
| 7D | -8.3% | -3.1% | -5.2% | -7.0% |
| 30D | +38.1% | +2.8% | +35.3% | +36.3% |
| 3M | +9.0% | +14.8% | -5.8% | +1.9% |
| 6M | -5.3% | -16.2% | +10.9% | +0.4% |
| YTD | -13.8% | -9.6% | -4.2% | -11.7% |
| 1Y | -59.8% | +4.8% | -64.6% | -61.7% |
| 3Y | +282.2% | +30.7% | +251.5% | +219.1% |
| 5Y | +112.8% | +45.9% | +66.9% | +74.6% |
| All | +659.5% | +132.3% | +527.2% | +413.1% |
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