+287.8%
MS vs UMC
+139.8%
+148.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -1.8% |
| 7D | -1.6% | -17.0% | +15.4% | +4.9% |
| 30D | -3.8% | -40.6% | +36.8% | +15.6% |
| 3M | -14.6% | -27.9% | +13.3% | -5.5% |
| 6M | -5.1% | -7.5% | +2.4% | -8.1% |
| YTD | +4.5% | +79.3% | -74.8% | -24.6% |
| 1Y | +13.5% | +92.8% | -79.3% | -20.4% |
| 3Y | +160.4% | +108.2% | +52.2% | +71.1% |
| 5Y | +112.9% | +68.4% | +44.4% | +46.1% |
| 10Y | +633.4% | +1,107.7% | -474.3% | +88.9% |
| All | +287.8% | +139.8% | +148.0% | -0.7% |
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