+362.6%
MS vs UMC
+259.6%
+103.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -1.4% |
| 7D | +1.4% | +5.0% | -3.6% | -0.5% |
| 30D | -0.3% | +7.7% | -7.9% | -3.2% |
| 3M | +0.3% | +1.7% | -1.4% | -3.5% |
| 6M | +31.3% | +113.9% | -82.6% | -7.0% |
| YTD | +24.7% | +168.9% | -144.2% | -21.2% |
| 1Y | +47.9% | +207.2% | -159.3% | -11.6% |
| 3Y | +178.3% | +227.7% | -49.4% | +56.8% |
| 5Y | +144.9% | +118.0% | +26.8% | +55.4% |
| 10Y | +804.5% | +1,682.1% | -877.6% | +105.1% |
| All | +362.6% | +259.6% | +103.0% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling