+1,246.8%
MSTR vs ULTA
+1,894.7%
-647.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.1% |
| 7D | -11.5% | +0.2% | -11.7% | -11.6% |
| 30D | -24.8% | +12.4% | -37.2% | -27.4% |
| 3M | +20.6% | +22.4% | -1.7% | +13.6% |
| 6M | -38.0% | +28.9% | -66.8% | -42.7% |
| YTD | -24.7% | +7.6% | -32.3% | -27.2% |
| 1Y | -49.1% | +21.6% | -70.6% | -52.7% |
| 3Y | +124.7% | +67.0% | +57.7% | +87.5% |
| 5Y | +40.9% | +64.2% | -23.2% | +21.0% |
| 10Y | +481.5% | +172.5% | +309.0% | +317.1% |
| All | +1,246.8% | +1,894.7% | -647.9% | +388.7% |
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