+44.7%
MS vs UMC
+235.1%
-190.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.8% |
| 7D | +1.7% | +13.6% | -12.0% | +0.4% |
| 30D | 0.0% | +20.8% | -20.7% | -1.8% |
| 3M | +3.0% | +16.1% | -13.2% | +1.4% |
| 6M | +35.7% | +137.3% | -101.6% | +28.7% |
| YTD | +23.3% | +193.8% | -170.5% | +14.5% |
| 1Y | +44.7% | +236.1% | -191.4% | +29.6% |
| All | +44.7% | +235.1% | -190.4% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling