+2,653.9%
UL vs MAS
+1,430.5%
+1,223.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | -1.3% | -0.8% | -0.6% | -1.2% |
| 30D | +0.5% | -5.6% | +6.0% | +1.5% |
| 3M | +17.6% | +4.4% | +13.2% | +16.3% |
| 6M | -5.4% | +7.2% | -12.6% | -7.1% |
| YTD | +0.7% | +16.1% | -15.4% | -2.8% |
| 1Y | -9.3% | +0.1% | -9.4% | -10.1% |
| 3Y | +24.5% | +28.3% | -3.8% | +16.0% |
| 5Y | +23.2% | +30.5% | -7.3% | +12.9% |
| 10Y | +64.5% | +139.1% | -74.7% | +31.0% |
| All | +2,653.9% | +1,430.5% | +1,223.4% | +1,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling