+113.1%
MSTR vs ULTA
+46.0%
+67.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -2.8% |
| 7D | +9.3% | +0.7% | +8.7% | +9.0% |
| 30D | +36.5% | -2.8% | +39.3% | +38.5% |
| 3M | +7.3% | +18.7% | -11.3% | -5.1% |
| 6M | +2.2% | -15.0% | +17.3% | +10.6% |
| YTD | -10.2% | -9.2% | -0.9% | -7.4% |
| 1Y | -58.6% | +5.7% | -64.3% | -62.1% |
| 3Y | +283.2% | +32.8% | +250.4% | +163.3% |
| All | +113.1% | +46.0% | +67.1% | +30.8% |
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