+108.2%
UMC vs MAS
+58.1%
+50.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.9% |
| 7D | -17.0% | +2.0% | -18.9% | -17.2% |
| 30D | -40.6% | +19.4% | -60.0% | -42.8% |
| 3M | -27.9% | +9.4% | -37.3% | -29.3% |
| 6M | -7.5% | +15.3% | -22.8% | -11.2% |
| YTD | +79.3% | +31.3% | +48.0% | +64.2% |
| 1Y | +92.8% | +34.9% | +57.9% | +74.8% |
| 3Y | +108.2% | +58.6% | +49.6% | +67.6% |
| All | +108.2% | +58.1% | +50.0% | +67.6% |
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