+101.1%
UMC vs MAS
+61.2%
+39.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.4% | -13.2% | -16.0% |
| 7D | -25.8% | +4.6% | -30.4% | -26.4% |
| 30D | -42.3% | +19.9% | -62.2% | -44.5% |
| 3M | -30.6% | +8.9% | -39.5% | -31.9% |
| 6M | -2.8% | +20.2% | -23.0% | -7.5% |
| YTD | +73.2% | +33.9% | +39.3% | +58.0% |
| 1Y | +75.5% | +34.7% | +40.8% | +59.6% |
| All | +101.1% | +61.2% | +39.9% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling