+5,256.1%
MS vs UL
+1,744.3%
+3,511.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.8% |
| 7D | -1.6% | +1.1% | -2.7% | -2.2% |
| 30D | -3.8% | +8.2% | -12.0% | -8.3% |
| 3M | -14.6% | +4.5% | -19.1% | -17.2% |
| 6M | -5.1% | +12.6% | -17.6% | -12.7% |
| YTD | +4.5% | +3.5% | +1.0% | -0.3% |
| 1Y | +13.5% | -0.4% | +14.0% | +10.3% |
| 3Y | +160.4% | +36.0% | +124.4% | +104.9% |
| 5Y | +112.9% | +30.9% | +81.9% | +66.8% |
| 10Y | +633.4% | +97.5% | +535.9% | +325.5% |
| All | +5,256.1% | +1,744.3% | +3,511.9% | +1,229.0% |
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