+894.4%
MSFT vs UL
+104.4%
+789.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.9% |
| 7D | -6.2% | -1.7% | -4.5% | -5.7% |
| 30D | -3.7% | +4.5% | -8.2% | -5.2% |
| 3M | +3.6% | +5.5% | -1.8% | +1.6% |
| 6M | +26.8% | +17.0% | +9.8% | +19.5% |
| YTD | +8.4% | +3.2% | +5.3% | +5.9% |
| 1Y | +3.3% | -1.9% | +5.2% | +2.6% |
| 3Y | +44.3% | +33.6% | +10.7% | +23.0% |
| 5Y | +63.3% | +31.5% | +31.8% | +37.3% |
| 10Y | +894.4% | +103.9% | +790.4% | +649.2% |
| All | +894.4% | +104.4% | +789.9% | +649.2% |
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