+1,272.7%
UMC vs MAS
+215.0%
+1,057.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +11.2% | +3.0% | +8.2% | +10.1% |
| 30D | -28.0% | +22.4% | -50.5% | -33.1% |
| 3M | -20.5% | +14.5% | -35.0% | -24.6% |
| 6M | -1.6% | +27.1% | -28.7% | -10.8% |
| YTD | +99.4% | +35.8% | +63.6% | +73.9% |
| 1Y | +120.4% | +39.4% | +81.0% | +89.9% |
| 3Y | +134.2% | +60.3% | +74.0% | +85.4% |
| 5Y | +78.8% | +39.4% | +39.4% | +45.7% |
| All | +1,272.7% | +215.0% | +1,057.7% | +812.4% |
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