+72.1%
MA vs UL
+35.9%
+36.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | +14.7% | +8.2% | +6.4% | +12.4% |
| 3M | +13.5% | +4.5% | +8.9% | +12.2% |
| 6M | +33.1% | +12.6% | +20.6% | +29.1% |
| YTD | +15.1% | +3.5% | +11.5% | +13.3% |
| 1Y | +18.7% | -0.4% | +19.2% | +18.0% |
| 3Y | +72.1% | +36.0% | +36.1% | +66.1% |
| All | +72.1% | +35.9% | +36.2% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling