+287.2%
MSTR vs ULTA
+30.1%
+257.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | +7.7% | -1.8% | +9.5% | +8.6% |
| 30D | +36.3% | -1.2% | +37.6% | +36.9% |
| 3M | +13.4% | +13.4% | 0.0% | +7.1% |
| 6M | -4.5% | -15.6% | +11.1% | +1.6% |
| YTD | -12.7% | -10.4% | -2.2% | -9.7% |
| 1Y | -59.6% | +5.5% | -65.1% | -61.6% |
| All | +287.2% | +30.1% | +257.2% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling