+71.4%
MSFT vs UL
+22.5%
+49.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | -1.0% | +0.9% | -1.9% | -1.1% |
| 3M | +20.2% | +14.2% | +6.0% | +17.9% |
| 6M | +21.3% | -3.2% | +24.5% | +21.9% |
| YTD | +2.8% | -0.3% | +3.1% | +2.4% |
| 1Y | 0.0% | -8.8% | +8.7% | +1.3% |
| 3Y | +51.2% | +23.9% | +27.4% | +39.3% |
| 5Y | +71.4% | +21.4% | +50.1% | +51.5% |
| All | +71.4% | +22.5% | +49.0% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling