+779.7%
MSCI vs UL
+102.0%
+677.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | +14.4% | +7.0% | +7.4% | +11.0% |
| 3M | +15.2% | +5.8% | +9.4% | +12.2% |
| 6M | +11.2% | +16.1% | -4.9% | +3.8% |
| YTD | +13.9% | +4.5% | +9.4% | +10.4% |
| 1Y | +12.5% | -1.3% | +13.8% | +11.8% |
| 3Y | +32.3% | +35.0% | -2.7% | +10.7% |
| 5Y | +4.9% | +31.9% | -27.1% | -12.8% |
| 10Y | +779.7% | +99.3% | +680.4% | +566.7% |
| All | +779.7% | +102.0% | +677.7% | +566.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling