+5,285.6%
MS vs UL
+1,792.1%
+3,493.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.6% |
| 7D | -3.4% | +5.5% | -8.9% | -6.3% |
| 30D | -3.9% | +11.4% | -15.3% | -9.8% |
| 3M | -15.9% | +6.0% | -21.9% | -19.1% |
| 6M | -2.5% | +18.0% | -20.5% | -12.6% |
| YTD | +5.1% | +6.2% | -1.1% | -1.1% |
| 1Y | +13.0% | +1.5% | +11.4% | +8.6% |
| 3Y | +160.7% | +39.8% | +120.9% | +102.0% |
| 5Y | +114.0% | +34.3% | +79.7% | +65.4% |
| 10Y | +637.5% | +102.6% | +534.8% | +321.9% |
| All | +5,285.6% | +1,792.1% | +3,493.6% | +1,217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling