+537.0%
MS vs UMC
+1,304.8%
-767.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | +3.7% | +17.8% | -14.1% | -0.1% |
| 30D | +2.0% | -29.6% | +31.6% | +9.6% |
| 3M | -12.6% | -18.4% | +5.8% | -9.5% |
| 6M | -0.3% | -0.1% | -0.1% | -3.6% |
| YTD | +9.0% | +104.0% | -95.1% | -13.4% |
| 1Y | +13.9% | +121.5% | -107.7% | -11.4% |
| 3Y | +173.6% | +135.0% | +38.6% | +105.3% |
| 5Y | +122.0% | +83.0% | +38.9% | +71.7% |
| All | +537.0% | +1,304.8% | -767.8% | +174.8% |
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