+872.1%
MSFT vs UMC
+1,818.5%
-946.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | -3.5% | +11.4% | -14.8% | -5.8% |
| 30D | -2.1% | +16.8% | -18.9% | -5.5% |
| 3M | +24.2% | +19.1% | +5.1% | +16.1% |
| 6M | +21.9% | +137.4% | -115.6% | -5.0% |
| YTD | +2.5% | +186.4% | -183.9% | -24.8% |
| 1Y | -0.8% | +229.1% | -229.9% | -30.0% |
| 3Y | +50.8% | +257.9% | -207.1% | +1.8% |
| 5Y | +73.5% | +137.5% | -64.0% | +25.2% |
| All | +872.1% | +1,818.5% | -946.4% | +309.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling