-88.0%
MSTU vs ULTA
+37.6%
-125.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +1.8% |
| 7D | -16.6% | -3.1% | -13.5% | -14.1% |
| 30D | +69.7% | +2.8% | +66.9% | +65.9% |
| 3M | -7.5% | +14.8% | -22.2% | -19.4% |
| 6M | -43.1% | -16.2% | -26.9% | -34.2% |
| YTD | -63.0% | -9.6% | -53.4% | -60.7% |
| 1Y | -93.8% | +4.8% | -98.6% | -94.5% |
| All | -88.0% | +37.6% | -125.6% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling