+872.1%
MSFT vs UL
+65.6%
+806.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.6% |
| 7D | -3.5% | -4.1% | +0.6% | -2.2% |
| 30D | -2.1% | -1.2% | -0.9% | -1.7% |
| 3M | +24.2% | +6.0% | +18.2% | +21.4% |
| 6M | +21.9% | -5.5% | +27.3% | +23.5% |
| YTD | +2.5% | -3.3% | +5.8% | +2.5% |
| 1Y | -0.8% | -9.8% | +9.0% | +1.5% |
| 3Y | +50.8% | +20.1% | +30.6% | +34.1% |
| 5Y | +73.5% | +19.2% | +54.3% | +51.8% |
| All | +872.1% | +65.6% | +806.4% | +677.4% |
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