+542.0%
MS vs UL
+109.3%
+432.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +5.1% | +1.1% | +4.0% | +4.7% |
| 30D | +5.7% | +4.5% | +1.2% | +3.9% |
| 3M | -12.2% | +6.5% | -18.6% | -14.3% |
| 6M | -0.5% | +18.2% | -18.7% | -7.1% |
| YTD | +9.8% | +4.7% | +5.1% | +6.5% |
| 1Y | +17.7% | +0.8% | +17.0% | +15.6% |
| 3Y | +176.8% | +35.9% | +140.9% | +132.9% |
| 5Y | +123.7% | +33.4% | +90.3% | +86.1% |
| All | +542.0% | +109.3% | +432.7% | +413.3% |
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