-9.0%
UL vs MSI
-2.5%
-6.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -3.2% | -4.0% | +0.8% | -2.5% |
| 30D | -0.6% | -0.5% | -0.1% | -0.5% |
| 3M | +9.4% | +11.4% | -2.0% | +7.0% |
| 6M | -4.1% | +1.0% | -5.1% | -4.5% |
| YTD | -2.0% | +20.7% | -22.6% | -6.0% |
| 1Y | -9.0% | -2.7% | -6.3% | -9.5% |
| All | -9.0% | -2.5% | -6.5% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling