+578.8%
MS vs UL
+102.0%
+476.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +0.7% | +0.3% | +0.5% | +0.6% |
| 30D | -0.9% | +7.0% | -7.9% | -3.4% |
| 3M | -13.0% | +5.8% | -18.8% | -14.9% |
| 6M | -2.0% | +16.1% | -18.1% | -7.8% |
| YTD | +7.8% | +4.5% | +3.3% | +4.6% |
| 1Y | +17.9% | -1.3% | +19.1% | +16.7% |
| 3Y | +174.8% | +35.0% | +139.8% | +132.4% |
| 5Y | +119.9% | +31.9% | +87.9% | +84.3% |
| 10Y | +578.8% | +99.3% | +479.6% | +454.5% |
| All | +578.8% | +102.0% | +476.8% | +454.5% |
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