+122.2%
MS vs UL
+32.5%
+89.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +2.6% | -1.8% | +0.4% |
| 30D | -0.7% | +6.8% | -7.5% | -1.9% |
| 3M | -12.4% | +5.7% | -18.1% | -13.3% |
| 6M | -1.7% | +15.9% | -17.6% | -4.8% |
| YTD | +8.0% | +4.3% | +3.8% | +6.5% |
| 1Y | +16.2% | -0.4% | +16.6% | +15.8% |
| 3Y | +171.3% | +35.0% | +136.3% | +139.0% |
| All | +122.2% | +32.5% | +89.7% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling