+2,653.9%
UL vs MSI
+4,035.2%
-1,381.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -1.3% | -3.7% | +2.4% | -0.8% |
| 30D | +0.5% | +6.8% | -6.3% | -0.5% |
| 3M | +17.6% | +14.3% | +3.3% | +15.3% |
| 6M | -5.4% | -1.6% | -3.8% | -5.4% |
| YTD | +0.7% | +22.8% | -22.1% | -2.4% |
| 1Y | -9.3% | -1.1% | -8.2% | -9.5% |
| 3Y | +24.5% | +70.5% | -45.9% | +14.7% |
| 5Y | +23.2% | +102.8% | -79.6% | +10.3% |
| 10Y | +64.5% | +597.4% | -532.9% | +24.5% |
| All | +2,653.9% | +4,035.2% | -1,381.3% | +1,300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling