+176.8%
MS vs UMC
+131.8%
+45.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | +5.1% | +11.2% | -6.1% | +3.3% |
| 30D | +5.7% | -28.0% | +33.7% | +10.5% |
| 3M | -12.2% | -20.5% | +8.4% | -9.8% |
| 6M | -0.5% | -1.6% | +1.1% | -2.3% |
| YTD | +9.8% | +99.4% | -89.6% | -6.7% |
| 1Y | +17.7% | +120.4% | -102.7% | -2.6% |
| 3Y | +176.8% | +134.2% | +42.6% | +115.3% |
| All | +176.8% | +131.8% | +45.1% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling