+794.2%
MS vs UMC
+1,742.7%
-948.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.7% | -1.8% |
| 7D | +2.5% | +6.6% | -4.1% | +1.0% |
| 30D | 0.0% | +16.6% | -16.6% | -3.5% |
| 3M | +2.4% | +11.0% | -8.6% | -1.6% |
| 6M | +36.4% | +131.3% | -94.9% | +8.9% |
| YTD | +23.8% | +182.5% | -158.7% | -7.5% |
| 1Y | +48.6% | +222.3% | -173.6% | +7.1% |
| 3Y | +179.1% | +253.0% | -73.9% | +92.8% |
| 5Y | +144.8% | +141.8% | +3.0% | +79.6% |
| 10Y | +794.2% | +1,772.2% | -978.0% | +267.9% |
| All | +794.2% | +1,742.7% | -948.5% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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