+1,581.0%
MSTR vs ULTA
+1,628.6%
-47.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +12.2% | +9.0% | +3.2% | +9.4% |
| 30D | +45.2% | +4.6% | +40.6% | +43.1% |
| 3M | +10.4% | +22.0% | -11.6% | +3.4% |
| 6M | -2.5% | -14.7% | +12.2% | +1.0% |
| YTD | -6.0% | -6.8% | +0.7% | -5.2% |
| 1Y | -56.4% | +6.5% | -62.9% | -57.9% |
| 3Y | +306.3% | +35.6% | +270.7% | +260.1% |
| 5Y | +100.5% | +47.6% | +52.9% | +77.6% |
| 10Y | +741.1% | +128.9% | +612.2% | +531.6% |
| All | +1,581.0% | +1,628.6% | -47.6% | +535.9% |
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