+121.7%
UMC vs MAS
+39.3%
+82.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.9% |
| 7D | +0.1% | -1.8% | +1.9% | +0.3% |
| 30D | -28.7% | +23.6% | -52.3% | -29.8% |
| 3M | -15.1% | +12.4% | -27.5% | -15.4% |
| 6M | +5.0% | +21.9% | -16.9% | +2.5% |
| YTD | +108.2% | +36.1% | +72.1% | +99.3% |
| 1Y | +121.7% | +39.5% | +82.2% | +113.4% |
| All | +121.7% | +39.3% | +82.4% | +113.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling