+73.1%
MA vs UL
+23.5%
+49.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | +1.5% | +0.5% | +1.0% | +1.4% |
| 3M | +20.4% | +17.6% | +2.8% | +14.4% |
| 6M | +11.1% | -5.4% | +16.5% | +12.8% |
| YTD | +2.0% | +0.7% | +1.3% | +1.1% |
| 1Y | -2.2% | -9.3% | +7.1% | +0.4% |
| 3Y | +41.9% | +24.5% | +17.4% | +29.6% |
| All | +73.1% | +23.5% | +49.6% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling