+145.1%
MS vs UL
+23.5%
+121.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | -0.3% | +0.5% | -0.7% | -0.4% |
| 3M | +0.3% | +17.6% | -17.3% | -3.2% |
| 6M | +31.3% | -5.4% | +36.7% | +32.7% |
| YTD | +24.7% | +0.7% | +24.0% | +23.7% |
| 1Y | +47.9% | -9.3% | +57.2% | +50.7% |
| 3Y | +178.3% | +24.5% | +153.8% | +151.4% |
| All | +145.1% | +23.5% | +121.6% | +109.8% |
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