+2,731.1%
UL vs MSI
+4,457.4%
-1,726.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +1.1% | +4.7% | -3.5% | +0.5% |
| 30D | +8.2% | +14.8% | -6.5% | +6.2% |
| 3M | +4.5% | +8.8% | -4.3% | +3.3% |
| 6M | +12.6% | +19.3% | -6.8% | +9.6% |
| YTD | +3.5% | +35.3% | -31.8% | -1.1% |
| 1Y | -0.4% | +33.8% | -34.2% | -4.7% |
| 3Y | +36.0% | +74.4% | -38.4% | +24.9% |
| 5Y | +30.9% | +120.5% | -89.6% | +15.9% |
| 10Y | +97.5% | +685.2% | -587.7% | +47.1% |
| All | +2,731.1% | +4,457.4% | -1,726.4% | +1,320.5% |
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 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