+104.6%
UL vs MSI
+670.3%
-565.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | +7.4% | -4.8% | +0.5% |
| 30D | +6.8% | +18.7% | -12.0% | +1.8% |
| 3M | +5.7% | +14.5% | -8.7% | +1.8% |
| 6M | +15.9% | +38.1% | -22.2% | +5.6% |
| YTD | +4.3% | +38.7% | -34.5% | -5.5% |
| 1Y | -0.4% | +35.4% | -35.8% | -9.2% |
| 3Y | +35.0% | +75.1% | -40.1% | +12.7% |
| 5Y | +31.6% | +126.4% | -94.8% | +0.3% |
| 10Y | +104.6% | +671.4% | -566.8% | +16.4% |
| All | +104.6% | +670.3% | -565.7% | +16.4% |
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