+607.1%
MS vs UL
+96.4%
+510.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -3.8% | +8.2% | -12.0% | -6.5% |
| 3M | -14.6% | +4.5% | -19.1% | -16.1% |
| 6M | -5.1% | +12.6% | -17.6% | -9.7% |
| YTD | +4.5% | +3.5% | +1.0% | +1.8% |
| 1Y | +13.5% | -0.4% | +14.0% | +12.0% |
| 3Y | +160.4% | +36.0% | +124.4% | +119.4% |
| 5Y | +112.9% | +30.9% | +81.9% | +79.1% |
| All | +607.1% | +96.4% | +510.7% | +487.6% |
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