-92.7%
MSTU vs ULTA
+6.6%
-99.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.4% | -3.6% |
| 7D | +21.3% | +9.0% | +12.3% | +18.0% |
| 30D | +90.8% | +4.6% | +86.2% | +88.7% |
| 3M | -6.8% | +22.0% | -28.7% | -13.2% |
| 6M | -39.8% | -14.7% | -25.1% | -34.4% |
| YTD | -55.7% | -6.8% | -48.9% | -53.6% |
| 1Y | -92.7% | +6.5% | -99.2% | -92.2% |
| All | -92.7% | +6.6% | -99.3% | -92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling