+83.0%
UMC vs MAS
+43.0%
+40.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +17.8% | +1.2% | +16.6% | +17.3% |
| 30D | -29.6% | +21.6% | -51.2% | -34.8% |
| 3M | -18.4% | +14.1% | -32.5% | -22.7% |
| 6M | -0.1% | +22.6% | -22.8% | -9.2% |
| YTD | +104.0% | +35.4% | +68.6% | +74.6% |
| 1Y | +121.5% | +37.5% | +84.0% | +87.7% |
| 3Y | +135.0% | +58.3% | +76.7% | +73.7% |
| 5Y | +83.0% | +39.1% | +43.9% | +47.3% |
| All | +83.0% | +43.0% | +40.0% | +47.3% |
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 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