+1,213.9%
MSTR vs ULTA
+1,924.4%
-710.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.9% |
| 7D | -13.4% | +2.5% | -15.9% | -14.1% |
| 30D | -22.1% | +11.5% | -33.6% | -24.5% |
| 3M | +15.0% | +28.1% | -13.2% | +6.9% |
| 6M | -37.3% | +34.2% | -71.5% | -42.8% |
| YTD | -26.5% | +9.2% | -35.7% | -29.3% |
| 1Y | -46.5% | +23.7% | -70.2% | -50.5% |
| 3Y | +121.1% | +69.2% | +51.9% | +83.8% |
| 5Y | +37.5% | +66.6% | -29.1% | +17.5% |
| 10Y | +467.3% | +176.6% | +290.7% | +305.1% |
| All | +1,213.9% | +1,924.4% | -710.5% | +374.7% |
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