+72.3%
MSFT vs UMC
+145.1%
-72.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.4% |
| 7D | -1.0% | +13.6% | -14.7% | -4.0% |
| 30D | -2.7% | +20.8% | -23.4% | -7.1% |
| 3M | +22.1% | +16.1% | +6.0% | +13.5% |
| 6M | +20.6% | +137.3% | -116.7% | -11.3% |
| YTD | +2.3% | +193.8% | -191.5% | -31.4% |
| 1Y | -0.5% | +236.1% | -236.6% | -36.9% |
| 3Y | +50.5% | +267.1% | -216.6% | -11.9% |
| 5Y | +72.3% | +145.3% | -72.9% | +10.7% |
| All | +72.3% | +145.1% | -72.7% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling