+568.4%
MA vs UL
+106.3%
+462.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.8% | +2.6% | -0.8% | +0.7% |
| 30D | +11.8% | +6.8% | +5.1% | +8.7% |
| 3M | +17.2% | +5.7% | +11.4% | +14.3% |
| 6M | +33.4% | +15.9% | +17.5% | +24.9% |
| YTD | +16.1% | +4.3% | +11.9% | +12.9% |
| 1Y | +19.9% | -0.4% | +20.3% | +18.8% |
| 3Y | +70.1% | +35.0% | +35.1% | +44.8% |
| 5Y | +89.6% | +31.6% | +58.0% | +60.1% |
| 10Y | +568.4% | +104.6% | +463.8% | +407.7% |
| All | +568.4% | +106.3% | +462.1% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling