+556.2%
MS vs UL
+104.4%
+451.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | -1.7% | -1.7% | 0.0% | -1.2% |
| 30D | +0.9% | +4.5% | -3.6% | -0.8% |
| 3M | -10.8% | +5.5% | -16.3% | -12.7% |
| 6M | +0.9% | +17.0% | -16.1% | -5.5% |
| YTD | +9.8% | +3.2% | +6.6% | +7.0% |
| 1Y | +17.1% | -1.9% | +19.0% | +16.1% |
| 3Y | +175.7% | +33.6% | +142.2% | +133.5% |
| 5Y | +125.9% | +31.5% | +94.4% | +88.9% |
| 10Y | +556.2% | +103.9% | +452.2% | +430.4% |
| All | +556.2% | +104.4% | +451.7% | +430.4% |
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