+36.0%
UL vs MAS
+58.1%
-22.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | +1.1% | +2.0% | -0.8% | +0.8% |
| 30D | +8.2% | +19.4% | -11.2% | +4.9% |
| 3M | +4.5% | +9.4% | -4.9% | +2.7% |
| 6M | +12.6% | +15.3% | -2.8% | +9.4% |
| YTD | +3.5% | +31.3% | -27.8% | -1.6% |
| 1Y | -0.4% | +34.9% | -35.3% | -5.7% |
| 3Y | +36.0% | +58.6% | -22.6% | +29.0% |
| All | +36.0% | +58.1% | -22.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling