+2,417.1%
MSCI vs UL
+201.4%
+2,215.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.4% | -1.3% | +1.7% | +1.1% |
| 30D | +0.6% | +0.5% | +0.1% | +0.3% |
| 3M | -7.1% | +17.6% | -24.7% | -15.1% |
| 6M | +0.8% | -5.4% | +6.2% | +3.0% |
| YTD | +1.0% | +0.7% | +0.3% | -0.8% |
| 1Y | +4.3% | -9.3% | +13.6% | +8.0% |
| 3Y | +9.9% | +24.5% | -14.6% | -6.4% |
| 5Y | -6.8% | +23.2% | -30.0% | -21.6% |
| 10Y | +614.7% | +64.5% | +550.2% | +387.0% |
| All | +2,417.1% | +201.4% | +2,215.7% | +913.8% |
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