+35.3%
MSCI vs UL
+35.0%
+0.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +17.4% | +3.7% | +13.7% | +16.5% |
| 3M | +14.8% | +5.6% | +9.2% | +13.5% |
| 6M | +16.1% | +17.2% | -1.1% | +12.7% |
| YTD | +16.0% | +3.9% | +12.1% | +14.2% |
| 1Y | +16.4% | 0.0% | +16.5% | +15.6% |
| 3Y | +35.3% | +34.8% | +0.5% | +21.0% |
| All | +35.3% | +35.0% | +0.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling