+133,470.8%
MSFT vs UL
+2,661.1%
+130,809.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | +2.7% | +0.5% | +2.2% | +2.5% |
| 3M | +17.0% | +17.6% | -0.6% | +10.4% |
| 6M | +23.8% | -5.4% | +29.2% | +25.2% |
| YTD | +4.0% | +0.7% | +3.3% | +2.6% |
| 1Y | -0.8% | -9.3% | +8.4% | +1.0% |
| 3Y | +55.6% | +24.5% | +31.1% | +39.9% |
| 5Y | +72.9% | +23.2% | +49.7% | +54.0% |
| 10Y | +875.8% | +64.5% | +811.3% | +678.7% |
| All | +133,470.8% | +2,661.1% | +130,809.7% | +42,265.7% |
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