+9.0%
MSFT vs UMC
+112.5%
-103.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.1% | +8.8% | +6.8% |
| 7D | +4.7% | -14.7% | +19.3% | +5.4% |
| 30D | +5.8% | -32.9% | +38.7% | +7.7% |
| 3M | +13.0% | -22.2% | +35.1% | +14.1% |
| 6M | +34.9% | +25.9% | +9.0% | +26.7% |
| YTD | +15.7% | +107.9% | -92.3% | +2.1% |
| 1Y | +9.0% | +115.0% | -106.1% | -4.2% |
| All | +9.0% | +112.5% | -103.6% | -4.2% |
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