-0.8%
MSFT vs UMC
+227.6%
-228.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -3.5% | +11.4% | -14.8% | -4.0% |
| 30D | -2.1% | +16.8% | -18.9% | -2.9% |
| 3M | +24.2% | +19.1% | +5.1% | +19.5% |
| 6M | +21.9% | +137.4% | -115.6% | +8.8% |
| YTD | +2.5% | +186.4% | -183.9% | -10.3% |
| 1Y | -0.8% | +229.1% | -229.9% | -14.7% |
| All | -0.8% | +227.6% | -228.4% | -14.7% |
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 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