+19.0%
MSCI vs UL
+1.7%
+17.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +4.8% |
| 7D | +11.5% | +4.7% | +6.8% | +10.5% |
| 30D | +22.1% | +11.6% | +10.5% | +19.9% |
| 3M | +18.4% | +5.3% | +13.1% | +17.2% |
| 6M | +16.6% | +16.0% | +0.6% | +14.7% |
| YTD | +18.8% | +5.0% | +13.9% | +14.9% |
| 1Y | +19.0% | +1.1% | +17.9% | +16.0% |
| All | +19.0% | +1.7% | +17.3% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling