-87.5%
MSTU vs ULTA
+36.4%
-123.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.3% |
| 7D | +12.9% | -1.8% | +14.7% | +15.1% |
| 30D | +68.3% | -1.2% | +69.6% | +70.1% |
| 3M | +0.4% | +13.4% | -13.0% | -11.7% |
| 6M | -41.5% | -15.6% | -25.9% | -33.1% |
| YTD | -61.7% | -10.4% | -51.3% | -59.0% |
| 1Y | -93.7% | +5.5% | -99.1% | -94.4% |
| All | -87.5% | +36.4% | -123.9% | -90.5% |
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