+160.4%
MS vs UMC
+107.6%
+52.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -1.1% |
| 7D | -1.6% | -17.0% | +15.4% | +1.1% |
| 30D | -3.8% | -40.6% | +36.8% | +3.7% |
| 3M | -14.6% | -27.9% | +13.3% | -10.9% |
| 6M | -5.1% | -7.5% | +2.4% | -5.8% |
| YTD | +4.5% | +79.3% | -74.8% | -9.8% |
| 1Y | +13.5% | +92.8% | -79.3% | -4.0% |
| 3Y | +160.4% | +108.2% | +52.2% | +107.9% |
| All | +160.4% | +107.6% | +52.8% | +107.9% |
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 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