-87.2%
MSTU vs ULTA
+27.7%
-114.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.1% | +6.3% | +8.8% |
| 7D | -4.8% | +6.7% | -11.5% | -7.0% |
| 30D | -29.6% | +21.7% | -51.3% | -34.3% |
| 3M | +69.4% | +21.5% | +47.9% | +59.1% |
| 6M | -62.2% | +27.5% | -89.8% | -64.3% |
| YTD | -61.1% | +9.2% | -70.3% | -61.5% |
| 1Y | -87.2% | +27.9% | -115.0% | -87.8% |
| All | -87.2% | +27.7% | -114.9% | -87.8% |
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