+67.7%
UL vs MSI
+593.5%
-525.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -3.2% | -4.0% | +0.8% | -2.1% |
| 30D | -0.6% | -0.5% | -0.1% | -0.5% |
| 3M | +9.4% | +11.4% | -2.0% | +6.0% |
| 6M | -4.1% | +1.0% | -5.1% | -4.9% |
| YTD | -2.0% | +20.7% | -22.6% | -7.6% |
| 1Y | -9.0% | -2.7% | -6.3% | -9.0% |
| 3Y | +21.8% | +68.2% | -46.4% | +2.7% |
| 5Y | +20.6% | +100.0% | -79.4% | -4.7% |
| 10Y | +67.7% | +596.9% | -529.2% | +2.8% |
| All | +67.7% | +593.5% | -525.8% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling