+554.8%
MA vs UL
+102.0%
+452.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +11.3% | +7.0% | +4.3% | +8.1% |
| 3M | +16.7% | +5.8% | +10.9% | +13.8% |
| 6M | +32.8% | +16.1% | +16.7% | +24.2% |
| YTD | +15.6% | +4.5% | +11.1% | +12.3% |
| 1Y | +19.6% | -1.3% | +20.9% | +19.0% |
| 3Y | +72.1% | +35.0% | +37.1% | +46.5% |
| 5Y | +96.0% | +31.9% | +64.1% | +65.3% |
| 10Y | +554.8% | +99.3% | +455.5% | +405.8% |
| All | +554.8% | +102.0% | +452.8% | +405.8% |
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