+13,824.2%
MA vs UL
+416.3%
+13,407.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.0% |
| 30D | +1.5% | +0.5% | +1.0% | +1.3% |
| 3M | +20.4% | +17.6% | +2.8% | +10.0% |
| 6M | +11.1% | -5.4% | +16.5% | +13.5% |
| YTD | +2.0% | +0.7% | +1.3% | +0.2% |
| 1Y | -2.2% | -9.3% | +7.1% | +1.5% |
| 3Y | +41.9% | +24.5% | +17.4% | +21.5% |
| 5Y | +75.4% | +23.2% | +52.1% | +47.3% |
| 10Y | +527.5% | +64.5% | +463.1% | +326.7% |
| All | +13,824.2% | +416.3% | +13,407.9% | +4,456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling