+605.8%
MSCI vs UL
+65.6%
+540.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -3.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | -1.7% | +0.9% | -2.7% | -2.1% |
| 3M | -8.2% | +14.2% | -22.5% | -13.6% |
| 6M | -2.4% | -3.2% | +0.8% | -1.5% |
| YTD | -2.8% | -0.3% | -2.5% | -3.7% |
| 1Y | -2.7% | -8.8% | +6.1% | +0.2% |
| 3Y | +7.3% | +23.9% | -16.6% | -6.3% |
| 5Y | -11.4% | +21.4% | -32.8% | -23.2% |
| 10Y | +605.8% | +66.7% | +539.2% | +465.6% |
| All | +605.8% | +65.6% | +540.2% | +465.6% |
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