+49.5%
MSTR vs ULTA
+67.7%
-18.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | -14.2% | -0.2% | -13.9% | -14.0% |
| 30D | -19.9% | +16.1% | -36.0% | -27.2% |
| 3M | +27.3% | +21.7% | +5.6% | +12.0% |
| 6M | -37.6% | +28.7% | -66.3% | -47.6% |
| YTD | -19.5% | +8.9% | -28.4% | -26.1% |
| 1Y | -47.1% | +26.1% | -73.2% | -56.9% |
| 3Y | +140.3% | +69.1% | +71.2% | +35.3% |
| 5Y | +49.5% | +66.6% | -17.1% | -21.5% |
| All | +49.5% | +67.7% | -18.2% | -21.5% |
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 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