+545.7%
MS vs UL
+106.6%
+439.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +2.6% | -1.8% | -0.1% |
| 30D | -0.7% | +6.8% | -7.5% | -3.1% |
| 3M | -12.4% | +5.7% | -18.1% | -14.3% |
| 6M | -1.7% | +15.9% | -17.6% | -7.6% |
| YTD | +8.0% | +4.3% | +3.8% | +4.9% |
| 1Y | +16.2% | -0.4% | +16.6% | +14.7% |
| 3Y | +171.3% | +35.0% | +136.3% | +129.0% |
| 5Y | +124.8% | +31.6% | +93.2% | +88.2% |
| All | +545.7% | +106.6% | +439.1% | +420.1% |
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 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