+1,198.4%
UMC vs MAS
+230.1%
+968.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.0% | +6.0% |
| 7D | -9.2% | +3.3% | -12.4% | -10.0% |
| 30D | -35.1% | +25.5% | -60.6% | -40.2% |
| 3M | -20.5% | +11.8% | -32.2% | -23.9% |
| 6M | -1.7% | +21.3% | -23.1% | -9.4% |
| YTD | +92.8% | +37.7% | +55.0% | +67.4% |
| 1Y | +104.5% | +41.0% | +63.5% | +75.5% |
| 3Y | +129.8% | +63.0% | +66.8% | +80.9% |
| 5Y | +74.0% | +44.1% | +29.9% | +40.3% |
| 10Y | +1,198.4% | +224.3% | +974.2% | +752.9% |
| All | +1,198.4% | +230.1% | +968.3% | +752.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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