+1,107.7%
UMC vs MAS
+215.9%
+891.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.0% |
| 7D | -17.0% | +2.4% | -19.3% | -17.6% |
| 30D | -40.6% | +19.8% | -60.4% | -44.4% |
| 3M | -27.9% | +9.8% | -37.7% | -30.7% |
| 6M | -7.5% | +15.8% | -23.2% | -13.4% |
| YTD | +79.3% | +31.8% | +47.5% | +57.9% |
| 1Y | +92.8% | +35.4% | +57.4% | +67.7% |
| 3Y | +108.2% | +59.2% | +49.0% | +64.8% |
| 5Y | +68.4% | +41.2% | +27.2% | +36.7% |
| All | +1,107.7% | +215.9% | +891.8% | +704.8% |
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