-0.5%
MSFT vs UL
-8.6%
+8.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -1.4% |
| 30D | -2.7% | -0.6% | -2.1% | -2.8% |
| 3M | +22.1% | +9.4% | +12.7% | +24.1% |
| 6M | +20.6% | -4.1% | +24.7% | +18.9% |
| YTD | +2.3% | -2.0% | +4.3% | +0.5% |
| 1Y | -0.5% | -9.0% | +8.4% | -2.5% |
| All | -0.5% | -8.6% | +8.0% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling