+62.6%
UMC vs MAS
+39.2%
+23.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.2% |
| 7D | -17.0% | +2.0% | -18.9% | -17.5% |
| 30D | -40.6% | +19.4% | -60.0% | -44.6% |
| 3M | -27.9% | +9.4% | -37.3% | -30.7% |
| 6M | -7.5% | +15.3% | -22.8% | -13.9% |
| YTD | +79.3% | +31.3% | +48.0% | +55.2% |
| 1Y | +92.8% | +34.9% | +57.9% | +64.3% |
| 3Y | +108.2% | +58.6% | +49.6% | +52.8% |
| All | +62.6% | +39.2% | +23.4% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling